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Flirting with Models

Sep 20, 2020

In this episode I am going to read Newfound’s latest research paper, LIQUIDITY CASCADES: The Coordinated Risk of Uncoordinated Market Participants.

This reading will refer to a number of figures within the paper, so I urge you to go to our website,, and download the PDF so you get better follow...

Sep 8, 2020

My guest this episode is Kris Sidial, co-CIO of The Ambrus Group, a volatility arbitrage focused firm founded in 2018.

Kris recently joined Ambrus after spending several years on BMO’s exotic and listed options desks. While time on these desks gave Kris the experience of managing a large derivatives book,...

Jul 29, 2020

“Keep an open mind. But not so open your mind falls out.”

My guest in this episode needs little introduction: Cliff Asness, co-founder and managing partner at AQR.

Cliff has done dozens of interviews, podcasts, talks, and fireside chats over the years. He is also a prolific writer. So, my goal in this conversation...

Jul 27, 2020

Today I chat with Euan Sinclair, Partner at Talton Capital Management and author of the books Options Trading, Volatility Trading, and the up-coming Positional Option Trading.

We begin our discussion with Euan’s experience as a market maker as I try to get a better understanding of what a market making operation...

Jul 24, 2020

Today I am speaking with Omer Cedar, CEO and co-founder of OmegaPoint.

One of the significant trends in quant equity over the last decade has been the attempt to better control for unintended bets and idiosyncratic risks. At OmegaPoint, Omer comes at the problem from the opposite direction: helping fundamental managers...