Flirting with Models
Episodes
Stacie Mintz – Turning Qualitative Fundamentals into Quantitative Factors (S7E33)
Stacy Mintz of PGIM discusses the evolution of quantitative equity, emphasizing their "fundamental quant" approach that prioritizes theoretical rigor over pure statistical anomalies.
Ben Wellington – Complex Feature Engineering at Two Sigma (S7E32)
Corey Hofstein interviews Ben Wellington of 2Sigma on the critical role of feature generation in quantitative investing.
Peter Hecht – Portable Alpha: Solving the Funding Problem of Alternatives (S7E31)
Peter Hecht of AQR discusses the resurgence of portable alpha, explaining how it solves the "funding problem" by combining beta exposure with…