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Flirting with Models

Dec 29, 2022

We’re trying something new here, folks.  I’ve got 5 seasons and 60 brilliant episodes and I thought it would be fun, in the off season, to go back to the archives and highlight past conversations.

So using my trusty random number generator, I chose an episode at random.  So, we’re going back to 2018 to my...

Oct 24, 2022

In this episode I speak with Giuliana Bordigoni, Director of Specialist Strategies at Man AHL.

In her role, Giuliana oversees the firm’s strategies that require specialist knowledge.  This includes, for example, alternative markets, options trading, credit, and machine learning.

We spend a good deal of time discussing...

Oct 3, 2022

In this episode I speak with Adam Butler, co-founder and CIO of ReSolve Asset Management.  For full disclosure, at the time of recording I am personally an investor in one of ReSolve’s private funds.

Adam last joined the show in Season 1, where we discussed his background and philosophy of diversification.  This...

Aug 29, 2022

In this episode I speak with Kevin Cole, CEO and CIO of Campbell & Company.  

In the first half of the conversation, we discuss Campbell’s flagship systematic multi-strategy program.  We cover topics including trend-following versus multi-strategy, the taxonomy of alpha signals, the concept of edge when you’re...

Aug 8, 2022

Today I am joined by Hari Krishnan, Head of Volatility Strategies at SCT Capital and author of the books Second Leg Down and Market Tremors.

We begin with a discussion of Hari’s newest book, Market Tremors, and the main theoretical idea: Mean Field Theory.  Hari lays out both the philosophical underpinnings of...