Thread by @choffstein

1/ Season 2 of Flirting with Models is a wrap ... and coming very, very soon!

Here are the amazing guests I had on this season...

2/ S2E1 - Daniel Grioli (@market_fox) - Thinking like a Fox

- Lessons learned from the 2008 crisis
- Lessons from manager evaluation
- Where does discretionary have an edge?
- 13F strategies

3/ S2E2 - Benn Eifert (@bennpeifert) - Volatility Investing

- What is relative value volatility investing?
- The "Star Wars" model of volatilty investing
- The volatility ETP landscape

4/ S2E3 - Ben McMillan - Attack of the Liquid Alternative Clones

- Replication of liquid alternatives
- Naive versus robust replication
- Indexing as a service

5/ S2E4 - Tammira Philippe (@TPhilippeBCM) and Elena Khoziaeva - It's all Greek to Me

- Communication in the realm of quant
- The up-hill battle quants face
- The impact of "smart beta"
- Strategies for effective communication

6/ S2E5 - Artur Sepp (@ArturSepp) - Conditional Beta

- Lessons from the 2008 crisis
- Why liquidity is the ultimate factor
- How a picture is worth 1000 words with alternative risk premia
- The future of trend following

7/ S2E6 - Jason Thomson (@JasonAThomson) - The Growth Factor

- Building on William O'Neill's CANSLIM model
- Why growth is not necessarily "expensive"
- The quant-like nature of high conviction, discretionary growth investing

8/ S2E7 - Wayne Himelsein (@WayneHimelsein) - The Quant Philosopher

- The practical difficulties of long/short investing
- Tail risk hedging without the bleed

9/ S2E8 - Liqian Ren (@RLiqian) - In Search of Modern Alpha

- Why experience as a PM helps you be a better quant researcher
- Factors in theory versus practice
- What is the future of factor investing

10/ S2E9 - Katherine Glass-Hardenbergh - All About Alternative Data

- What is the landscape alternative data?
- How does alternative data fit in an existing investment framework?
- What are the difficulties of working with alterantive data?

11/ S2E10 - Chris Meredith (@ChrisMeredith23) - Building a Robust Research Platform

- The three pillars of a robust research platform: data, tools, and people.
- The equation that drives all research proposals.
- The OSAM research partners prograrm.

12/ A big thank you to all my guests and @MathewPassy for his unbelievable editing skills.

Stay tuned ... the show will be out soon!

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Stitcher (stitcher.com/s?fid=201252&r…)
Google Play (play.google.com/music/m/I6w4ad…)
TuneIn (tunein.com/podcasts/Marke…)