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Flirting with Models

Jul 25, 2022

My guest in this episode is Andrew Beer, co-founder of Dynamic Beta Investments.

Andrew has spent the last 15 years trying to pioneer the adoption of hedge fund replication strategies.  The core thesis is that several hedge fund categories can be dynamically replicated using just a handful of liquid market exposures and...

Jul 18, 2022

My guest in this episode needs no introduction: Antti Ilmanen, co-head of Portfolio Solutions at AQR, award winning researcher, and author of the books Expected Returns and the recently published Investing Amid Low Expected Returns.

A decade has passed since Antti wrote his first book, providing both a decade of...

Jul 11, 2022

My guest this episode is Ralph Smith, Head of Research at BlueCove.

BlueCove offers long-only and market-neutral mandates in corporate credit and interest rate markets, with an emphasis on utilizing a scientific approach to portfolio construction.

We spend the episode discussing how the unique nature of fixed income...

Jul 3, 2022

My guest in this episode is Kai Wu, CEO and founder of Sparkline Capital.

Kai is a pioneer in the measurement of intangible value.  Using machine learning, he tackles unstructured data sources like patent filings, earnings transcripts, LinkedIn network connections, and GitHub code repositories to try to measure...