Giuseppe Paleologo - Multi-Manager Hedge Funds & Thinking Deeply About Simple Things (S7E11) Flirting With Models podcast

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Investing Corey Hoffstein Trading Business

Innhold levert av Corey Hoffstein. Alt podcastinnhold, inkludert episoder, grafikk og podcastbeskrivelser, lastes opp og leveres direkte av Corey Hoffstein eller deres podcastplattformpartner. Hvis du tror at noen bruker det opphavsrettsbeskyttede verket ditt uten din tillatelse, kan du følge prosessen skissert her https://no.player.fm/legal.

Flirting with Models « »
Giuseppe Paleologo - Multi-Manager Hedge Funds & Thinking Deeply About Simple Things (S7E11)

2M ago 1:32:18

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MP3•Episoder hjem

Innhold levert av Corey Hoffstein. Alt podcastinnhold, inkludert episoder, grafikk og podcastbeskrivelser, lastes opp og leveres direkte av Corey Hoffstein eller deres podcastplattformpartner. Hvis du tror at noen bruker det opphavsrettsbeskyttede verket ditt uten din tillatelse, kan du følge prosessen skissert her https://no.player.fm/legal.

In this episode I chat with Giuseppe Paleologo – or Gappy as he likes to be called. Currently on garden leave, Gappy has previously worked in Risk & Quantitative Analytics at Citadel, as Head of Enterprise Risk at Millennium, and most recently as Head of Risk Management at HRT.

We begin the conversation with a discussion as to what a quant researcher actually does at a multi-manager hedge fund. As a semi-support role to the fundamental PMs, Gappy explains how portfolio manager coverage, factor hedging, and internal alpha capture can all work together to help maximize firm P&L.

We then discuss the broad field of factor research and portfolio construction, where Gappy shares some of his strongly held views, both on how factors should be constructed as well as how they should be utilized. Topics include returns versus characteristics, mixing versus integrating alpha signals, single- versus multi-period optimization, and linear- versus non-linear models.

Please enjoy my conversation with Giuseppe Paleologo.

… continue reading

105 episoder

#Investing #Corey Hoffstein #Trading #Business

Artwork

Giuseppe Paleologo - Multi-Manager Hedge Funds & Thinking Deeply About Simple Things (S7E11)

Flirting with Models

183 subscribers

published 2M ago

Del

MP3•Episoder hjem

Innhold levert av Corey Hoffstein. Alt podcastinnhold, inkludert episoder, grafikk og podcastbeskrivelser, lastes opp og leveres direkte av Corey Hoffstein eller deres podcastplattformpartner. Hvis du tror at noen bruker det opphavsrettsbeskyttede verket ditt uten din tillatelse, kan du følge prosessen skissert her https://no.player.fm/legal.

In this episode I chat with Giuseppe Paleologo – or Gappy as he likes to be called. Currently on garden leave, Gappy has previously worked in Risk & Quantitative Analytics at Citadel, as Head of Enterprise Risk at Millennium, and most recently as Head of Risk Management at HRT.

We begin the conversation with a discussion as to what a quant researcher actually does at a multi-manager hedge fund. As a semi-support role to the fundamental PMs, Gappy explains how portfolio manager coverage, factor hedging, and internal alpha capture can all work together to help maximize firm P&L.

We then discuss the broad field of factor research and portfolio construction, where Gappy shares some of his strongly held views, both on how factors should be constructed as well as how they should be utilized. Topics include returns versus characteristics, mixing versus integrating alpha signals, single- versus multi-period optimization, and linear- versus non-linear models.

Please enjoy my conversation with Giuseppe Paleologo.

… continue reading

105 episoder

#Investing #Corey Hoffstein #Trading #Business

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