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Flirting with ModelsAuthor: Corey Hoffstein
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. Join 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. For more on Newfound Research, visit www.thinknewfound.com. Language: en Contact email: Get it Feed URL: Get it iTunes ID: Get it |
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Ben Wellington – Complex Feature Engineering at Two Sigma (S7E32)
Episode 32
Sunday, 5 July, 2026
My guest this episode is Ben Wellington, Head of Complex Feature Engines at Two Sigma.In a modern quant process, one might argue that edge can live in three places: the data you can get your hands on, what you do with that data, and how you forecast from it. Ben lives squarely in the middle layer — feature generation — which also happens to be the place AI is reshaping fastest.So that's where we spend our time. We start with what a "feature" even is, and why, as raw data gets commoditized, the edge increasingly comes from what you build out of it. Then we follow the thread running through the whole conversation: large language models. Ben has a line I keep coming back to — that anything can be language now — and we trace what that unlocks, and whether making feature creation this cheap just democratizes the edge away.We close on what a quant starting out today should be building toward, and which skills compound most in a career where AI is the dominant tool.Please enjoy my conversation with Ben Wellington.
