Flirting with Models

115 Episodes

1. Hari Krishnan – Hedging a Commodity Bull Market (S7E4)

   Published: 1/8/2024
2. Nick Baltas - Multi-Asset, Multi-Strategy Portfolios (S7E3)

   Published: 12/26/2023
3. Bin Ren – text2quant (S7E2)

   Published: 12/11/2023
4. Charles McGarraugh - "Change in the Market is Accelerating" (S7E1)

   Published: 12/4/2023
5. Andrew Beer & Adam Butler - Attack of the Managed Futures Clones

   Published: 9/25/2023
6. Dean Curnutt - The Reflexivity of Equity Volatility (S6E16)

   Published: 9/11/2023
7. Gerald Rushton - Commodity Strategies (Trend; Carry; Congestion; and Volatility Carry) (S6E15)

   Published: 9/4/2023
8. 15 Ideas, Frameworks, and Lessons from 15 Years

   Published: 8/28/2023
9. Devin Anderson – Strategy versus Structure in Tail Hedging (S6E14)

   Published: 8/14/2023
10. Martin Tarlie - Bridging the Gap Between Financial Planning and Portfolio Management (S6E13)

    Published: 8/7/2023
11. Grug Capital – Grug (Finally) Teaches Us MEV (S6E12)

    Published: 7/24/2023
12. Doug Greenig - At the Frontier of Trend Following

    Published: 7/17/2023
13. Return Stacked® Bonds & Managed Futures ETF

    Published: 7/11/2023
14. Pim van Vliet – A Detailed Dive into Low Volatility Investing (S6E10)

    Published: 7/3/2023
15. Asif Noor – Modern Systematic Macro (S6E9)

    Published: 6/26/2023
16. Roberto Croce - Trend and Carry Within Assets, Across Assets, and Over Time (S6E8)

    Published: 6/19/2023
17. Michele Aghassi - Unintended Bets Everywhere (S6E7)

    Published: 6/12/2023
18. Jason Josephiac - Portable Alpha and Risk Mitigating Strategies (S6E6)

    Published: 6/5/2023
19. Macrocephalopod - Managing a Mid-Frequency Crypto Prop Desk (S6E5)

    Published: 5/29/2023
20. Roni Israelov – High Frequency Factors, the Volatility Risk Premium, and Re-Thinking Financial Planning (S6E4)

    Published: 5/22/2023