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Alpha Exchange

Business • News

The Alpha Exchange is a podcast series launched by Dean Curnutt to explore topics in financial markets, risk management and capital allocation in the alternatives industry. Our in depth discussions with highly established industry professionals seek to uncover the nuanced and complex interactionsRead more

Popular episodes

Andrew Lapthorne, Global Head of Quantitative Research, Societe Generale

Nov 22 • 56:03

Now the Global Head of Quantitative Research at Soc Gen, Andrew Lapthorne got an early taste in unconventional macro thinking from the likes of Albert Edwards and James Montier. Over a career spanning 25 years, Andrew has engaged in the study of market prices, seeking understanding in the their levels and volatilities both on an absolute and relative basis. Out of this wor...

Jared Dillian, Editor, The Daily Dirtnap

Oct 22 • 52:41

In 2008, as the global financial crisis unfolded and his employer, Lehman Brothers, descended into bankruptcy, Jared Dillian decided to go it alone. An ETF market maker with a gift for writing, Jared launched the Daily Dirtnap, a newsletter focused on identifying market themes and actionable trade ideas.  Thirteen years and 3,000 publications later, the Dirtnap is widely e...

Campbell Harvey, Professor of Finance, Fuqua School of Business, Duke University

Oct 19 • 01:01:12

In today’s world of markets, few relationships are better studied than the yield spread of risk free bonds with different maturities. The Funds rate vs. the 2 year, the 2 year vs. the 10 year , the 10 year vs. the 30 year all constitute spreads that market participants find highly instructive in gauging macro variables like growth and inflation. Many academics have contrib...

Victor Haghani, Founder and CIO, Elm Partners

Oct 10 • 57:01

Graduating from the London School of Economics in the mid 80’s, Victor Haghani set sail on a career in the fixed income markets. Joining Salomon Brothers and assuming a position in bond portfolio analysis, Victor became steeped in the math of bond markets and derivatives and part of a team that sought to conquer markets with science. He was among those who joined John Meri...

Barry Knapp, Founder, Ironsides Macro

Oct 6 • 59:28

For the landscape of elevated asset prices that defines today, nothing may be more consequential than changes in the inflation outlook. And for Barry Knapp, the founder of Ironsides Macro, the Fed is off-track with respect to its understanding of inflation in a post-pandemic world. While the Covid shock brought market volatility comparable to the breathtaking levels experi...

Subadra Rajappa, Head of US Interest Rate Strategy, Societe Generale

Sep 21 • 45:12

With a position in rate strategy at Salomon Brothers in the late 1990’s, Subadra Rajappa developed an early appreciation for how market risk can be transmitted from one part of the world to the other through the 1997 Asian FX crisis and the LTCM debacle a year later.  Over the course of a career spanning more than 25 years, she’s developed a macro framework that is underpi...

Denise Chisholm, Sector Strategist, Fidelity Investments

Aug 24 • 52:23

If you asked yourself, “what are the odds?”, Denise Chisholm can probably tell you insofar as market outcomes are concerned. A Sector Strategist at Fidelity Investments, Denise leverages historical data as part of a probability framework that helps her evaluate risk and opportunity in the equity market. Our conversation explores episodes when her process uncovered overlook...

Jeff deGraaf, Founder and CEO, Renaissance Macro

Aug 19 • 53:06

For Jeff deGraaf, financial markets have always been about figuring out who moved the pieces in a chess match and why. Early exposure to the discipline of technical analysis and its focus on prices and probabilities helped Jeff begin to develop a framework that concentrates on finding bets with favorable odds. Our discussion considers the market events that have played a f...

Peter Cecchini, Head of Research and Strategy, Axonic Capital

Aug 8 • 54:33

Initially trained as a lawyer and consultant, Peter Cecchini's career spans a few decades across the buy side and sell side, focused on both bottoms up and top down analysis of risk and opportunity. Now the head of research and strategy at Axonic Capital, Peter shared his insights on the Merton model and the linkages between credit spreads, stocks prices and asset volatili...

Rick Bookstaber, Founder, Fabric RQ

Jul 26 • 54:14

Few professionals have the depth of perspective on the many market risk events that were missed by the models as Rick Bookstaber. Trained at MIT where he received a PhD in economics, Rick would become Morgan Stanley’s first risk manager in 1984.  There, and also at Salomon brothers, Rick was among the quants on Wall Street that developed early pricing models for interest r...

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