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Flirting with Models

May 22, 2023

My guest is Roni Israelov, CIO of NDVR.  Prior to NDVR, Roni was a principal at AQR Capital Management, where he worked on global risk models, high frequency factors, and lead the development and oversight of options-oriented strategies.

Taking a page from Roni’s career and research, our conversation is far ranging....

May 15, 2023

Doug Colkitt is an ex-high frequency trader, ex-MEV bot searcher, and founder of the decentralized exchange CrocSwap.

In this episode, we talk about all three.  We begin with high frequency trading, where Doug walks us through the differences between maker and taker strategies, why queue position is so critical for...

May 8, 2023

My guest this episode is Jeff Yan, founder of Chameleon Trading.  

Jeff began his career in high frequency trading at Hudson River Trading but soon moved over to the world of crypto where he built one of the largest market making firms in the space.

After Jeff gets me up to speed with the basics of high frequency market...

May 1, 2023

Jason Buck is the co-founder and CIO of Mutiny Funds and maybe one of the most interesting people I know.

Jason made, and subsequently lost, a fortune in commercial real estate in the 2008 crash.  This “ego destroying event” was the catalyst for him to completely rethink the idea of resiliency, both in business and...

Feb 27, 2023

There is no doubt that the tools of machine learning and the promise of artificial intelligence has captured the imagination of quantitative researchers everywhere.  But I am aware of few fund managers who have wholesale adopted the ideas into their investment stack as thoroughly as Angus Cameron.

In this dive back into...