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Flirting with Models

Jun 27, 2022

Today I speak with David Sun, a retail trader who started his own hedge fund. Coming from a non-traditional background, David takes a non-traditional approach in his investment mandates.  Focused on selling options to capture the volatility risk premium, David believes that markets are ultimately efficient and...


Jun 20, 2022

In this episode I talk with Aneet Chachra, fund manager at Janus Henderson.

In his role, Aneet runs flow-driven strategies.  These are strategies that seek to find an edge in market events where trading volume creates a predictable pressure on price, such as index additions or deletions, corporate buybacks or issuance,...


Jun 13, 2022

In this episode, I speak with the Twoquants: Moritz Seibert and Moritz Heiden. There are really two halves to this episode.  In the first, we discuss trend following strategies at length.  We cover the usual topics of signals, speeds, and portfolio construction before diving into some niche views, such as synthetic...


Jun 6, 2022

In a first for Flirting with Models, my guest this episode is anonymous, going only by the handle LightSpringFox on Twitter.  

Mr. Fox is a quantitative trader who works in crypto market making at MGNR. Mr. Fox did not begin his career in crypto, nor even in market making.  Rather, his background is in traditional...


May 30, 2022

In this episode I speak with Michael Green, Chief Strategist as Simplify ETFs.  In a first for the Flirting with Models podcast, we recorded this episode live at the ETF Exchange in Miami in early April 2022.  

Given Michael’s eclectic background, our conversation is wide ranging.  He has traded everything from...