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:
In this episode I speak with Bill Gebhardt, founder of 10Dynamics.
Bill spent the better part of his career as a discretionary energies trader, with roles at Koch Industries, Merrill Lynch, Deutsche Bank, and Trailstone. In May 2020 he struck out on his own to co-found 10Dynamics.
Given Bill’s fundamental and discretionary background, it may come as a surprise that 10Dynamics runs a fully systematic process. This dichotomy serves as the foundation for much of our conversation, where Bill provides insight into where and how his discretionary background informs the systematic process, both from a signal and a risk management perspective.
We discuss the types of signals 10Dynamics incorporates into their process, how their risk management system is designed to reflect Bill’s experience managing discretionary traders, and how they’ve designed their operational risk management to allow them to trade intraday with a small team.
Please enjoy my conversation with Bill Gebhardt.
Previous episodes
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101 - Bill Gebhardt - Replicating Discretionary Commodity Trading Systematically (S7E9) Mon, 01 Jul 2024 - 0h
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100 - Nicolas Mirjolet - Multivariate Trend Following (S7E8) Mon, 27 May 2024
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99 - [PREVIEW] Enter the New World of Return Stacking | Get Stacked Podcast Mon, 06 May 2024
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98 - Markku Kurtti – Diversification is a Negatively Priced Lunch (S7E7) Mon, 22 Apr 2024 - 0h
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97 - Otto van Hemert - Seasonality Everywhere (S7E6) Mon, 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 Clones Mon, 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 Years Mon, 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 Following Mon, 17 Jul 2023
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83 - Return Stacked® Bonds & Managed Futures ETF Mon, 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 developed Mon, 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 baskets Mon, 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 edge Mon, 16 Jan 2023 - 0h
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67 - Replacing linear factors with a non-linear, characteristic approach in quant equity Mon, 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