Flirting with Models
Corey Hoffstein
Flirting with Models is the show that aims to pull back the curtain and meet the investors who research, design, develop, and manage quantitative investment strategies. Join Corey Hoffstein, Chief Investment Officer of Newfound Research, on a journey to explore systematic investment strategies, ranging from value to momentum and merger arbitrage to managed futures. For more on Newfound Research, visit www.thinknewfound.com.
Categories: Business
Listen to the last episode:
Welcome to the inaugural episode of the Get Stacked Investment Podcast. This episode brings together Corey Hoffstein, Rodrigo Gordillo, Mike Philbrick, and Adam Butler to dive deep into the concepts of Return Stacking, market efficiency, and investment strategies beyond traditional stock picking. Providing insights into Return Stacking's relevance in today's investment landscape, the importance of structured diversification to enhance portfolio sustainability and its potential to create excess returns with more confidence than traditional stock picking.
This podcast episode serves as a comprehensive introduction to Return Stacking and provides valuable insights for investors looking to navigate the complexities of modern markets with innovative strategies.
Previous episodes
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99 - [PREVIEW] Enter the New World of Return Stacking | Get Stacked PodcastMon, 06 May 2024
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98 - Markku Kurtti – Diversification is a Negatively Priced LunchMon, 22 Apr 2024 - 0h
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97 - Otto van Hemert - Seasonality EverywhereMon, 25 Mar 2024 - 0h
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96 - Clayton Gillespie - A Fundamental View of Quant Equity (S7E5)Mon, 05 Feb 2024 - 0h
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95 - Hari Krishnan – Hedging a Commodity Bull Market (S7E4)Mon, 08 Jan 2024 - 0h
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94 - Nick Baltas - Multi-Asset, Multi-Strategy Portfolios (S7E3)Tue, 26 Dec 2023
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93 - Bin Ren – text2quant (S7E2)Mon, 11 Dec 2023
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92 - Charles McGarraugh - "Change in the Market is Accelerating" (S7E1)Mon, 04 Dec 2023
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91 - Andrew Beer & Adam Butler - Attack of the Managed Futures ClonesMon, 25 Sep 2023
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90 - Dean Curnutt - The Reflexivity of Equity Volatility (S6E16)Mon, 11 Sep 2023
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89 - Gerald Rushton - Commodity Strategies (Trend; Carry; Congestion; and Volatility Carry) (S6E15)Mon, 04 Sep 2023 - 0h
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88 - 15 Ideas, Frameworks, and Lessons from 15 YearsMon, 28 Aug 2023 - 0h
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87 - Devin Anderson – Strategy versus Structure in Tail Hedging (S6E14)Mon, 14 Aug 2023
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86 - Martin Tarlie - Bridging the Gap Between Financial Planning and Portfolio Management (S6E13)Mon, 07 Aug 2023 - 0h
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85 - Grug Capital – Grug (Finally) Teaches Us MEV (S6E12)Mon, 24 Jul 2023 - 0h
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84 - Doug Greenig - At the Frontier of Trend FollowingMon, 17 Jul 2023
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83 - Return Stacked® Bonds & Managed Futures ETFMon, 10 Jul 2023
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82 - Pim van Vliet – A Detailed Dive into Low Volatility Investing (S6E10)Mon, 03 Jul 2023
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81 - Asif Noor – Modern Systematic Macro (S6E9)Mon, 26 Jun 2023 - 0h
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80 - Roberto Croce - Trend and Carry Within Assets, Across Assets, and Over Time (S6E8)Mon, 19 Jun 2023 - 0h
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79 - Michele Aghassi - Unintended Bets Everywhere (S6E7)Mon, 12 Jun 2023 - 0h
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78 - Jason Josephiac - Portable Alpha and Risk Mitigating Strategies (S6E6)Mon, 05 Jun 2023 - 0h
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77 - Macrocephalopod - Managing a Mid-Frequency Crypto Prop Desk (S6E5)Mon, 29 May 2023
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76 - Roni Israelov – High Frequency Factors, the Volatility Risk Premium, and Re-Thinking Financial Planning (S6E4)Mon, 22 May 2023
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75 - Doug Colkitt - High Frequency Trading, MEV Strategies, and CrocSwap (S6E3)Mon, 15 May 2023
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74 - Jeff Yan - High Frequency Crypto Market Making & the Hyperliquid Exchange (S6E2)Mon, 08 May 2023
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73 - Jason Buck - Designing the Cockroach Portfolio (S6E1)Mon, 01 May 2023 - 0h
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72 - Machine learning isn't the edge; it enhances the edge you’ve developedMon, 27 Feb 2023 - 0h
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71 - What does a full-stack quant research platform and process look like?Mon, 13 Feb 2023 - 0h
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70 - What would Cliff Asness ask St. Peter at the pearly gates?Mon, 30 Jan 2023 - 0h
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69 - A data-driven approach to picking growth stocks and thematic basketsMon, 23 Jan 2023 - 0h
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68 - How quants have changed equity markets and how discretionary managers can use this information to sharpen their edgeMon, 16 Jan 2023 - 0h
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67 - Replacing linear factors with a non-linear, characteristic approach in quant equityMon, 09 Jan 2023 - 0h
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66 - Options, volatility, and the things we don't know we don't know (ARCHIVES S3E3)Mon, 02 Jan 2023 - 0h
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65 - Formulating the machine learning problem, how research questions should be asked, and the trade-off of complexity versus accuracy (ARCHIVES S1E7)Thu, 29 Dec 2022 - 0h
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64 - Giuliana Bordigoni - Alternative Markets & Specialist Strategies (S5E14)Mon, 24 Oct 2022 - 0h
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63 - Adam Butler - Questioning the Quant Orthodoxy (S5E13)Mon, 03 Oct 2022
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62 - Kevin Cole - Systematic Multi-Strategy from 100+ Models (S5E12)Mon, 29 Aug 2022 - 0h
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61 - Hari Krishnan - Market Tremors & Tail Hedging (S5E11)Mon, 08 Aug 2022
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60 - Harel Jacobson - Trading FX Volatility (S5E10)Mon, 01 Aug 2022 - 0h
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59 - Andrew Beer - Replicating Hedge Fund Beta (S5E9)Mon, 25 Jul 2022 - 0h
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58 - Antti Ilmanen - Unexpected Returns (S5E8)Mon, 18 Jul 2022
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57 - Ralph Smith - Scientific Investing in Fixed Income (S5E7)Mon, 11 Jul 2022
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56 - Kai Wu - Mining Unstructured Data for the Intangible (S5E6)Sun, 03 Jul 2022 - 0h
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55 - David Sun - Expectancy Hacking (S5E5)Mon, 27 Jun 2022 - 0h
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54 - Aneet Chachra - Surfing Flow for Fun and Profit (S5E4)Mon, 20 Jun 2022
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53 - Moritz Seibert & Moritz Heiden - From CTA to web3 (S5E3)Mon, 13 Jun 2022
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52 - LightSpringFox - Crypto Market Making (S5E2)Mon, 06 Jun 2022 - 0h
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51 - Michael Green - The Active Impact of Passive Investing (S5E1)Mon, 30 May 2022
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50 - David Berns - How do you build a portfolio for a human being? (S4E16)Mon, 16 Aug 2021 - 0h
