Navigating Quantitative Investment Strategies

My guests today are Roxton McNeal, Managing Director and Head PM of QIS Investments and Siddharth Sethi, portfolio manager and Head of QIS structuring. Together, they’re spearheading the development of QIS-driven solutions at Simplify.

In this conversation, we explore what it takes to build and manage a multi-strategy QIS portfolio—from infrastructure requirements to portfolio construction and risk management. We discuss:

• The structural vs. academic premia distinction and why it matters.

• How Simplify evaluates and customizes QIS offerings from banks.

• The need and challenges of dynamic allocation across dozens of strategies.

• How QIS strategies integrate with traditional beta portfolios.

• The operational and counterparty considerations of trading these strategies.

For those interested in the practical realities of QIS investing, this episode provides a deep dive into both the opportunities and challenges of running a systematic, multi-strategy portfolio.

I hope you enjoy my conversation with Roxton McNeal and Siddharth Sethi.