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Flirting with Models

Jan 30, 2023

In July 2020 I interviewed Cliff Asness, co-founder of AQR.  This was several months after he penned a perspective piece titled The Valuesburg Address, where he waxed poetic about the multi-year drawdown in the value factor.

Nearly three years later, he recently wrote the perspective piece titled, The Bubble Has Not...

Jan 23, 2023

It’s no secret that high flying growth stocks were hammered in 2022, so I thought it would be fun to revisit my conversation with Jason Thomson back in Season 3.  

Jason is a portfolio manager at O’Neil Global Advisors, where he manages highly concentrated portfolios of growth stocks.

Now, Jason is a discretionary...

Jan 16, 2023

After March 2020, a growing research interest of mine was the question, “how do strategies reflexively impact the markets they trade?”  Beyond crowding risk, can adoption of strategies fundamentally change market dynamics.

In Season 3 Episode 11, I spoke with Omer Cedar, who argues that equity quants have done...

Jan 9, 2023

We’re back with another clip from the archives.  This time it’s Season 4 Episode 9 with Vivek Viswanathan.

For three decades, equity quants have largely lived under the authoritative rule of the Fama-French 3 Factor Model and linear sorts.  In this episode, Vivek provides an cogent alternative to the orthodoxy....

Jan 2, 2023

We’re rewinding to Season 3, Episode 3 to chat with Benn Eifert, founder of QVR.  

Benn was my first repeat guest and this is probably one of our more popular episodes.

Instead of the usual interview format, I called this episode “Bad Ideas with Benn Eifert,” and basically just asked him a bunch of questions about...