Roxton McNeal and Siddharth Sethi – Building Multi-Strategy QIS Portfolios (S7E16)

My guests today are Roxton McNeal, Managing Director and Head PM of QIS Investments and Siddharth Sethi, portfolio manager and Head of QIS structuring. Together, they’re spearheading the development of QIS-driven solutions at Simplify. In this conversation, we explore what it takes to build and manage a multi-strategy QIS portfolio—from infrastructure requirements to portfolio construction and risk management. We discuss: • The structural vs. academic premia distinction and why it matters. • How Simplify evaluates and customizes QIS offerings from banks. • The need and challenges of dynamic allocation across dozens of strategies. • How QIS strategies integrate with traditional beta portfolios. • The operational and counterparty considerations of trading these strategies. For those interested in the practical realities of QIS investing, this episode provides a deep dive into both the opportunities and challenges of running a systematic, multi-strategy portfolio.

Speakers

AI Chat

Corey Hoffstein

Host • 14%

Unidentified

Siddharth Sethi

Guest • 46%

Roxton McNeal

Guest • 39%

Chapters

0:00	Introduction and guest backgrounds
5:27	Simplify's offerings and firm differences
9:14	QIS infrastructure and structural vs academic premium
18:51	Evaluating new and existing QIS premia
22:36	Diversification, portfolio construction, and risk management in QIS
29:02	QIS portfolios vs traditional betas
33:06	Tactical adjustments and managing risks in QIS
41:04	Customizing and optimizing QIS offerings
45:03	Bank partnerships and strategy selection
46:43	Collateralization optimization in QIS
48:48	Institutions managing QIS internally vs SMA and ETF solutions
53:13	Final question and closing remarks

Transcript

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