Season 3 of our podcast, Flirting with Models, is finally here!
If you haven't listened before, 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 me on a journey to explore systematic investment strategies, ranging from value to momentum and merger arbitrage to managed futures.
This season, we discuss topics such as:
- Mining conviction signals from equity hedge fund managers;
- Tactical asset allocation;
- Finding convexity in commodities;
- Tail hedging;
- Full stack machine learning;
- Institutional trends in equity factors;
- and much, much more.
Unlike past seasons where we released all the episodes at once, this season we'll be releasing new episodes every Monday, Wednesday, and Friday throughout July.
You can find Season 1 and 2, as well as some of the episodes you have to look forward to in Season 3, on our website.
I hope you enjoy listening as much as I enjoyed recording them.
P.S. If you are not already, you can subscribe to Flirting with Models on:
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