Flirting with Models

Lucas Schuermann – Swapping Out Perpetual Futures (S7E34)

My guest in this episode is Lucas Schuermann, co-founder of Variational, which seeks to bring the trillion-dollar OTC derivatives market on chain. This is my second epis

Stacie Mintz – Turning Qualitative Fundamentals into Quantitative Factors (S7E33)

My guest this episode is Stacie Mintz, Managing Director and Head of Quantitative Equity at PGIM Quantitative Solutions. Stacie has spent 33 years at PGIM, and she's bee

Ben Wellington – Complex Feature Engineering at Two Sigma (S7E32)

My guest this episode is Ben Wellington, Head of Complex Feature Engines at Two Sigma. In a modern quant process, one might argue that edge can live in three places: the

Peter Hecht – Portable Alpha: Solving the Funding Problem of Alternatives (S7E31)

My guest this episode is Peter Hecht, co-head of the North America Portfolio Solutions Group at AQR. Portable alpha is drawing serious attention right now. Long the prov

John Gu – Crypto Market Making & The Cold Start Problem (S7E30)

My guest today is John Gu, founder and CEO of Caladan, one of the most active market makers in crypto and a firm that has provided liquidity to more than 200 token launch

Faheem Osman – Commodity QIS: An Under-Appreciated Source of Systematic Returns? (S7E29)

In this episode I speak with Faheem Osman, Managing Director and Global Head of QIS Structuring at Macquarie Group. Faheem has spent nearly two decades inside major inve

Richard Craib - Crowd-Sourced Alpha with Numerai (S7E28)

Today, I’m speaking with Richard Craib, the CEO and founder of Numerai. If you’ve heard of Numerai before and thought of it as an interesting experiment at the intersect

Ruslan Fakhrutdinov – Extended Exchange and Vault Tokenization (S7E27)

Today, I’m speaking with Ruslan Fakhrutdinov, the founder of Extended, a decentralized perpetual futures exchange. Ruslan is the fifth perpetual futures exchange founder

Angana Jacob - Data as the True Competitive Moat (S7E26)

Today, I am speaking with Angana Jacob, Head of the Research Data group within the Enterprise Data business at Bloomberg. We talk about Angana’s career path through quan

Moritz Heiden & Moritz Seibert – Trend-Following Spreads (S7E25)

A few years ago, I sat down with Moritz Seibert and Moritz Heiden of Takahe Capital to talk about trend following at the edges of the futures markets: places where liquid

Annanay Kapila – Perpetual Futures Everywhere and All the Time (S7E24)

In this episode I speak with Annanay Kapila, founder and CEO of QFEX, a 24/7 centralized perpetual-futures exchange for traditional financial markets. Before founding QF

Jay Rajamony – Beyond Factors: Reimagining Quant Equity for the Modern Era (S7E23)

In this episode, I speak with Jay Rajamony, Director of Alternatives at Man Numeric. Jay has been with the firm since 2004, giving him a front-row seat to the evolution

Vladimir Novakovski – Lighter: The Orderbook for all of Ethereum (S7E22)

In this episode I’m joined by Vladimir Novakovski, founder and CEO of Lighter, a decentralized crypto exchange. To kick off the conversation, we explore Lighter's three

Antti Ilmanen - Understanding Return Expectations (S7E21)

In this episode, I speak with Antti Ilmanen, Principal and Global Co-head of the Portfolio Solutions Group at AQR Capital Management. Antti has long been one of the most

Chris Carrano – Designing Practical Factor Models (S7E20)

In this episode, I speak with Chris Carrano, Vice President of Strategic Research at Venn by Two Sigma. Chris has had a rare vantage point in the world of factors — span

Jeff Rosenberg – The Past, Present, and Future of Systematic Fixed Income (S7E19)

In this episode I speak with Jeffrey Rosenberg, Managing Director at BlackRock where he leads active and factor investments for mutual funds, ETFs, and institutional port

Edward Yu – Bringing OTC On-Chain and the VariationalOMNI Perp Dex (S7E18)

In this episode I speak with Edward Yu, co-founder of Variational.  We begin the conversation with Edward’s background in crypto OTC markets. He explains how the space e

Benjamin Hoff – Commodity Futures Surfaces and the Cash-and-Carry Glue (S7E17)

My guest this episode is Benjamin Hoff, Global Head of Commodity Strategy and Research at Société Générale. Ben started his career in rates before making the jump to com

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

Scott Phillips - Finding Ugly Edges in Crypto Markets (S7E15)

Scott Phillips is just the second independent trader I’ve interviewed for this show. Like many independent traders, Scott found that his constraints – including the size