Roxton McNeal and Siddharth Sethi – Building Multi-Strategy QIS Portfolios (S7E16)
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Hey, everyone. Corey here. Thanks for tuning in to another episode of Flirting with Models. If you're enjoying the show, I'd greatly appreciate it if you take a moment to rate, review, and most importantly, share with a friend. Word-of-mouth is how this podcast grows. And if you'd like to learn more about Newfound's platform of return stacked mutual funds, ETFs, and model portfolios, head over to returnstacks.com. Now on with the show. Three, two, one. Let's jam. Hello, and welcome, everyone. I'm Corey Hofstein, and this is Flirting with Models, the podcast that pulls back the curtain to disco
Corey Hofstede is the cofounder and chief investment officer of Newfound Research. Due to industry regulations, he will not discuss any of Newfound Research's funds on this podcast. All opinions expressed by podcast participants are solely their own opinion and do not reflect the opinion of Newfound Research. This podcast is for informational purposes only and should not be relied upon as a basis for investment decisions. Clients of Newfound Research may maintain positions and securities discussed in this podcast. For more information, visit thinknewfound.com.
My guests today are Roxton McNeil, 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 Asset Management. 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 versus academic premia distinction and why it matters, how Simplify evaluates and customizes QIS offerings from banks, the need and challenges
Gauri. Thank you so much for having us. Very nice to be here. I have an engineering background, very quantity. I started off trading rates tariffs straight from college for a fund. Mostly UK, Europe based short sterling guilds, boom bubble charts. Did that for a few years, and I thought of taking some formal education. And I went into Columbia here in New York. It was great to see an introduction email from Emmanuel Dermen, who was then heading up the department, which was pretty great. Shortly into the program, I started an internship at one of the New York local funds with a couple of billio
you, Corey. And it's an honor to be doing this the second time with you. Much appreciated. Four years ago, when we first did the original podcast, I was at UPS managing QIS strategies for liability risk management and overseeing a substantial pension portfolio with a focus on derivatives and systematic approaches. Since then, life has brought me to simplify asset management, where I've been leading the quantitative investment strategy initiative here, shaping both the ETF and SMA offerings. It's been quite an exciting shift, moving from a large established framework into an entrepreneurial env
let's start the conversation a little bit of a table setter. What ultimately is the service that you're trying to deliver at Simplify? Our
service really draws on the expertise from institutional due diligence and investors, structures, traders, and strategists to managing QIS and derivatives. We offer tools like the QIS ETF and SMAs with QIS strategies, both defensive hedges like convexity and carry plays like volatility premium to mitigate tail risk and generate returns that are independent from traditional markets or beta sources. We understand structural premium, dynamically constructed portfolios, and manage risk with real
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