versus integrating alpha signals, single- versus multi-period optimization, and linear- versus non-linear models.

Please enjoy my conversation with Giuseppe Paleologo.

1a:T425,

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.

1b:{"uuid":"44ae9083-f5a3-46ee-a2ca-3897a0638db3","name":"Flirting with Models","slug":"flirting-with-models","itunesId":1402620531,"datePublished":1530026192,"description":"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.\n\nJoin 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.\n\nFor more on Newfound Research, visit www.thinknewfound.com.","authorName":"Corey Hoffstein","imageUrl":"https://artwork.captivate.fm/611c69ad-60fc-4c41-acff-1209c6a822de/coho02-3000x3000.jpg","isTopSeries":null} 1c:{"uuid":"44ae9083-f5a3-46ee-a2ca-3897a

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