Flirting with Models

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    • Season 1 (2018)
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Tag: machine learning

  • Season 5

S05E13: Questioning the Quant Orthodoxy

  • October 2, 2022
  • Tagged as: machine learning, systematic macro, trend following
In this episode I speak with Adam Butler, co-founder and CIO of ReSolve Asset Management. For full disclosure, at the time of recording I am personally an investor in one of ReSolve’s private funds. Adam...

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Corey Hoffstein
  • Season 5

S05E06: Mining Unstructured Data for the Intangible

  • July 2, 2022
  • Tagged as: alternative data, crypto, machine learning
My guest in this episode is Kai Wu, CEO and founder of Sparkline Capital. Kai is a pioneer in the measurement of intangible value.  Using machine learning, he tackles unstructured data sources like patent filings,...

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Corey Hoffstein
  • Season 4

S04E13: Thematic Baskets and Strong Balance Sheets

  • July 26, 2021
  • Tagged as: long/short equity, machine learning, style premia
Andrew Lapthorne is the Head of Quantitative Equity Research at SocGen, a role he’s held for nearly 14 years. Given the breadth of topics covered by bank research, it should be no surprise that this...

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Corey Hoffstein
  • Season 4

S04E06: Trade Structuring – Systematizing a Hidden Edge

  • June 7, 2021
  • Tagged as: machine learning
Angus Cameron is the Founder and CIO of Liminal Capital, a machine-learning focused investment manager. But Angus does not come to markets with a computer science PhD. Rather, his career arc took him through the...

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Corey Hoffstein
  • Season 3

S03E10: Alternative Risk Premia

  • July 22, 2020
  • Tagged as: machine learning, style premia
My guest in this episode is Sandrine Ungari, Head of Cross-Asset Quantitative Research at SocGen. Sandrine cut her teeth in the industry as a fixed-income pricing quant, but made her way over to sell-side, investment...

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Corey Hoffstein
  • Season 3

E03E08: Full Stack Machine Learning

  • July 17, 2020
  • Tagged as: machine learning
In this episode I chat with Mads Ingwar and Martin Oberhuber, co-founders of Kvasir Technologies, a systematic hedge fund powered by a full-stack application of machine learning. By full-stack I mean every layer of the...

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Corey Hoffstein
  • Season 3

S03E05: Tail Reaper

  • July 10, 2020
  • Tagged as: machine learning, tail hedging

My guest in this episode is Dr. Ernest Chan, founder of QTS Capital Management. Investor, researcher, and educator, Ernie is well-known for his blog – which he has been publishing since 2006 – as well…

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Corey Hoffstein
  • Season 3

S03E02: Evolving Long/Short Equity

  • July 3, 2020
  • Tagged as: long/short equity, machine learning, momentum, value
In this episode I am joined by Michael Krause, co-founder of Counterpoint Asset Management and Counterpoint Mutual Funds. Our conversation covers two major topics. In the first half, we discuss some of the nuances of...

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Corey Hoffstein
  • Season 1

S01E07: The Man in the Machine (Learning)

  • June 26, 2018
  • Tagged as: machine learning, value
“How do you come to a rational conclusion as to what a company is worth?”  A seemingly simple question with little-to-no clear answer. For John Alberg, a background in computer science and a passion for machine...

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Corey Hoffstein
SEE YOU SPACE COWBOY...
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