Flirting with Models

Oct 06 2024 104 ep. 59 mins 2.8k
Flirting with Models Podcast artwork

Flirting with Models is the show that aims to pull back the curtain and meet the investors who research, design, develop, and manage quantitative investment strategies. Join Corey Hoffstein, Chief Investment Officer of Newfound Research, on a journey to explore systematic investment strategies, ranging from value to momentum and merger arbitrage to managed futures. For more on Newfound Research, visit www.thinknewfound.com.

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Farouk Jivraj - The Art & Science of Using Alternative Risk Premia (S7E12)

Oct 06 2024 71 mins  
In this episode, I speak with Farouk Jivraj, Portfolio Manager and Head of Alternative Risk Premia at Fidelity Investments’ Asset Management Solutions division.After spending nearly a decade on the sell side, Farouk joined Fidelity in 2021 with the goal of building out an alternative risk premium platform, tapping into the best of what both the sell-side QIS desks have to offer a

Giuseppe Paleologo - Multi-Manager Hedge Funds & Thinking Deeply About Simple Things (S7E11)

Sep 01 2024 92 mins  
In this episode I chat with Giuseppe Paleologo – or Gappy as he likes to be called. Currently on garden leave, Gappy has previously worked in Risk & Quantitative Analytics at Citadel, as Head of Enterprise Risk at Millennium, and most recently as Head of Risk Management at HRT.We begin the conversation with a discussion as to what a quant researcher actually does at a mu

Talk Your Book: Return Stacking [REPLAY]

Aug 20 2024 37 mins  
On this episode, Ben Carlson and Michael Batnick are joined by Corey Hoffstein of Newfound Research to discuss: managed futures, return stacking, using leverage effectively, and much more!

Kris Abdelmessih - Life Through a Volatility Lens (S7E10)

Jul 28 2024 73 mins  
My guest in this episode is Kris Abdelmessih, co-founder of moontower.ai.Kris began his career at SIG, where he worked as a market maker in several different option pits, before moving to Parallax where he ran a relative value commodities volatility book. For the last five years, Kris has been writing on his blog Party at the Moontower, which is one of my favorite reads for all thi

Bill Gebhardt - Replicating Discretionary Commodity Trading Systematically (S7E9)

Jun 30 2024 51 mins  
In this episode I speak with Bill Gebhardt, founder of 10Dynamics.Bill spent the better part of his career as a discretionary energies trader, with roles at Koch Industries, Merrill Lynch, Deutsche Bank, and Trailstone. In May 2020 he struck out on his own to co-found 10Dynamics.Given Bill’s fundamental and discretionary background, it may come as a surprise that 10Dynamics runs

Nicolas Mirjolet - Multivariate Trend Following (S7E8)

May 26 2024 65 mins  
In this episode, I speak with Nicolas Mirjolet, CEO and Co-Head of Research at Quantica Capital.We begin with Nicolas’s experience operating a statistical arbitrage fund, where he provides his thoughts as to what makes a strategy easier or harder to scale a business on. Nicolas also provides some context for his somewhat counter-intuitive view that the larger players had a bigger

[PREVIEW] Enter the New World of Return Stacking | Get Stacked Podcast

May 06 2024 74 mins  
Welcome to the inaugural episode of the Get Stacked Investment Podcast. This episode brings together Corey Hoffstein, Rodrigo Gordillo, Mike Philbrick, and Adam Butler to dive deep into the concepts of Return Stacking, market efficiency, and investment strategies beyond traditional stock picking. Providing insights into Return Stacking's relevance in today's investment landscape, t

Markku Kurtti – Diversification is a Negatively Priced Lunch (S7E7)

Apr 22 2024 57 mins  
In this episode I chat with Markku Kurtti, author of the blog Outcast Beta.Markku is classically trained as an electrical engineer and works on receiver algorithms for mobile phones. A passion for investing, however, lead him to pursue an MS in Finance and an interview with Ed Thorp compelled him to devote his time to better understanding compounding processes.This obsession has dr

Otto van Hemert - Seasonality Everywhere (S7E6)

Mar 24 2024 47 mins  
In today’s episode I speak with Otto van Hemert, Director of Core Strategies at Man AHL.After briefly touching upon Otto’s background, we dive into one of his most popular papers: The Best Strategies for Inflationary Times. Otto shares the inspiration for the research as well as some of what he feels were the less obvious results.Trend strategies, which were a standout winner i

Clayton Gillespie - A Fundamental View of Quant Equity (S7E5)

Feb 04 2024 56 mins  
My guest this episode is Clayton Gillespie, VP at Deutsche Bank where he works in quant equity research for the QIS team.Clayton began his career at Credit Suisse HOLT, where he got his hands dirty in extracting fundamental information. This formative experience dramatically impacted how he views how fundamentals should be incorporated into quantitative equity strategies.Today, at