The Alternative Data Podcast

In this episode I speak to Nico Smuts, a senior data scientist formerly of Citadel now on gardening leave. In our conversation, Nico and I discuss his evolution from a long-short investor in South Africa to a Citadel senior data scientist in London, via an interesting project at Imperial University using Telegram data to find alpha on crypto. We also discuss the impact of AI on hiring and organiza...

In this episode I speak to Vadim Khidekel, a semi-retired buyside quant with 30 years experience at houses like Art Advisors and Teza Technologies. In our conversation, Vadim and I discuss the evolution of quant investing and data, what makes a great quant, what to do with data types like job data, patent data, the problems with credit card data, crowded datasets and a lot more. DISCLAIMER This po...

In this episode I speak to Freeman Lewin, co-Founder of Brickroad, a data sourcing company that began by servicing not hedge funds but AI labs. In our conversation we discuss the evolution of AI labs data needs, and differences between how they and hedge funds approach data. My apologies for the sound quality for large parts of the recording. DISCLAIMER This podcast is an edited recording of an in...

In this episode I speak to Vin Vacanti, Co-founder and CEO of Yipit Data, which is one of the largest providers in the alt data space. In our conversation, Vin and I discuss Yipit’s fascinating evolution from Groupon deal aggregator to alt data unicorn, why consumer data led in alt data types, how he approaches pricing, and much else besides. Meanwhile, if you have any feedback on the alternative...

In this episode I speak to Zach Zboralske, until recently a senior sales representative at Consumer Edge. I subtitle this episode “Confessions of an Elite Alt Data Salesman”. In our conversation, Zach and I discuss the evolution of transaction data, pricing, selling to quants vs discretionaries, and Zach’s new challenge at Stavtar. Correction – when I’m describing the evolution of credit card data...

In this episode I speak to Christina Qi, founder and CEO of challenger market data provider Databento and former founder of HFT hedge fund Domeyard. In our conversation, we discuss the challenges of starting an HFT hedge fund, how Databento differentiates itself in the market data space, how AI labs are using market data and the hazards of being based remotely in Utah. As we mention in the episode...

In this episode I speak to Charles-Albert Lehalle, a professor at Ecole Polytechnique formerly of ADIA and CFM. In our conversation, we discuss Yann LeCun’s theory of AI world models, the differences between working for banks, hedge funds and sovereign wealth funds, how to diagnose why performance is bad, and the dream alpha-generating dataset. More broadly, I never hear any feedback on the podcas...

In this episode I speak to Evan Reich, a veteran of the alt data space who has worked at Millennium, SAC Capital, Quandl and most recently Verition in various data roles. In our conversation Evan and I discuss a wide range of topics from how to hire a good data sourcer, to which data types are overrated, to whether exclusivity is a thing in the data market, to which jobs AI will erase first in our...

In this episode I speak to Natalya Dmitriyeva, former senior data strategy executive at Two Sigma and Schonfeld. In our conversation, Natalya and I discuss her career evolution as it tracked that of the whole alternative data sector. She opines on what makes a dataset valuable and the latest buzz out of Battlefin Miami last month. In other news, I will be hunting for interesting datasets in Japan...

In this episode I speak to Conor Taggart, an alternative data veteran who is now in charge of Data Monetization at Eagle Alpha. In our conversation, Conor and I discuss his progress from selling indexes at LSEG, through joining Nasdaq in time for the Quandl acquisition, to a successful four years heading up equities data sourcing at Millennium, to his resting place in his current role. In other ne...

In this episode I speak to Vlad Johnson, who works in systematic futures at Eisler Capital, a hedge fund. In our conversation, Vlad and I discuss the technological gap between baseball analytics and Wall Street, how he is able to use weather data without being a weather man, whether AI can replace him and what a data provider should bear in mind about their product. In other news, I will be hostin...

In this episode I speak to Mohsen Chitsaz, Portfolio Manager at Eisler Capital, a hedge fund. In our conversation, Mohsen and I discuss uses of news data, satellite data, LLM developments, differences between working on the buyside and sellside, and why physicists make good quants. DISCLAIMER This podcast is an edited recording of an interview with Mohsen Chitsaz recorded in October 2025. The view...

In this episode I speak to Paul White, CEO and co-founder of Quantbot, a quantitative hedge fund. In our conversation, Paul and I talk about the challenges of launching a new hedge fund in 2009 and how they would be different now, and where he sees the opportunities and risks in today’s environment. Hosted on Acast. See acast.com/privacy for more information.

In this episode I speak to James Griffiths, General Manager of Flywheel Alternative Data, a provider of e-commerce data. In our conversation, James and I talk about the advantages and challenges of creating an alternative data provider from within a large established corporation, Flywheel’s development through time and changes in the alternative data space overall. Separately, I will be in Hong Ko...

In this episode I speak to Ben Cohen, former Global Head of Data Strategy at WorldQuant and now on gardening leave before his next opportunity. In our conversation, Ben and I talk about the data sourcing role, how it has changed, who to hire for a team, how the data world is changing and the impact of AI. Separately, I will be interviewing Abraham Thomas on stage for Neudata next week in New York,...

In this episode I speak to Richard Dudley, Senior Portfolio Manager at Railpen, the fifth largest pension fund in the UK. In our conversation, Richard and I talk about a lot of the unusual realities that come from being part of a ten person team managing £7bn systematically from within a pension fund. Separately, I will be on stage at Neudata in London this week, and look forward to seeing many fa...

In this episode I speak to Tom Liu, Founder of Ideate Capital, an alternative data expert with many years experience working in both hedge funds and private equity. In our conversation, Tom and I talk around various types of alternative data and their use cases, before digging into the corporate sector’s growing relationship with external data and AI, and the outlook for the future. Separately, I...

In this episode I speak to Mark Thompson who works in Primary Research for NBIM, the Norwegian sovereign wealth fund with $1.7tn under management. In our conversation, Mark and I discuss many of the unique challenges and opportunities that come with managing such a large amount of money, and the ways that the relatively lean team at NBIM ingest and use alternative data. DISCLAIMER This podcast is...

In this episode I speak to Tim Harrington, Founder and CEO at Battlefin, the alternative data discovery and events business that recently announced its acquisition of Exabel, the alternative data technology platform. In our conversation, Tim and I discuss the new acquisition, Battlefin’s history, the future of alternative data events and what data seems to be most in demand right now. Wishing all...

This is the first ever live recorded episode, which took place at Neudata’s Winter Summit in New York on December 5th. For the panel, I was fortunate to share the stage with Matei Zatreanu of System 2, Tjeerd van Cappelle of aiLiftoff, Alexander Izydorczyk of CyberSyn and Kelly Kosciuszka of Schulte, Roth & Zabel, as we embarked on an attempt to predict the Future of Alternative Data in five y...

In this episode I speak to Wenqi Zhou, a quantitative researcher currently on gardening leave after stints at Balyasny and Citi. In our conversation, Wenqi and I discuss the different uses of data on the sellside and the buyside, and her view on the current state of the China market. I will be moderating the New Provider Showcase at Battlefin London on November 21st, do come and say hi if you’re t...

In this episode I speak to Tom Liu, founder of ChinaScope and invaluable guide to the Chinese market. In our conversation, Tom and I discuss his data offering and the development of China’s attitudes towards data, as well as the buyers and sellers of alternative data in China today. In other news, I will be moderating the New Provider Showcase at Battlefin London on November 21st. If you are a new...

In this episode I am delighted to welcome back Abraham Thomas, the co-founder of Quandl and now angel investor and haver of interesting thoughts. In our conversation, we dig into the varios impacts of AI and LLMs specifically on the alternative data and hedge fund worlds, exploring the winners, losers and potential futures that might come out of this technological breakthrough. Separately, I will...

In this episode I speak to Tim Baker, a familiar face in the community with a long and storied history in various data and markets roles. In our conversation of two halves, Tim and I start by discussing a court case in which Tim is taking a deep interest, around the fate of the CUSIP identifier. We then discuss Tim’s recent coup in which he swooped to buy the assets of the IEX Cloud platform from...

In this episode I speak to Brian Peltonen, longtime Director of Data Analytics at Fidelity and recent co-founder of his new startup, Parcosm. In our conversation, Brian and I talk about his development from computer game programmer to alternative data guru, and how the types of data that is available have changed over the years, as pricing trends and achievable alpha have also shifted. We also dis...