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.
