AQR DNA in a Digital World: Systematic Edge with Connor Farley – The New Barbarians Episode #019
📄 Episode Description:
In this special live edition of The New Barbarians Podcast, we welcome back Connor Farley, CEO of Truvius and former AQR researcher, for a deep dive into systematic crypto investing, tax alpha, and navigating today’s macro whipsaws. Bill, Mark, and Connor unpack:
– The evolution of factor investing from TradFi to DeFi
– Why Bitcoin may be emerging as a “soft haven” in volatile markets
– How Truvius is automating tax-loss harvesting to enhance after-tax returns
– Connor’s firsthand take on data quality, blockchain sectors, and portfolio construction
– What AQR taught him—and how he’s adapting it for crypto in 2025
– Plus: Chris Rosa bids farewell as he heads to Galaxy Digital, and Mark issues a live market scorecard powered by multi-screen madness and South China headlines.
📈 This one blends research chops, war stories, and practical insights for investors straddling both sides of the finance frontier.
🔗 Follow Our Work:
📜 Substack: Mark R. Connors – https://substack.com/@markrconnors
📜 Harmonic Insights (Bill Mann & Chris Rosa) – https://www.harmoniqinsights.com/
📜 SSRN for research papers – https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=2035436
📜 SmartKarma – Chris Rosa — https://www.smartkarma.com/profiles/christopher-rosa/research
📜 SmartKarma – Bill Mann — https://www.smartkarma.com/profiles/william-mann-88ce6ae0-716e-4511-98ee-65b1af2765ff/research
Twitter – The New Barbpod
https://docs.google.com/document/d/1bCC3O8HaP3dmkfUTrGPTfsau667kTTW36ZwGKLQgJyI/edit?usp=sharing
Chapters
00:00 Introduction to the New Barbarians Podcast
03:45 Market Overview and Trends
07:31 Market Scorecard and Asset Performance
14:58 Digital Assets and Risk Management
16:30 Introduction to Trivias and Investment Strategies
18:16 Alpha Generation in Crypto
26:55 Portfolio Construction and Risk Management
30:45 Understanding Crypto Sectors and DeFi
35:15 Decentralized Finance: The Future of Trading
38:44 Data Collection in Crypto: Challenges and Solutions
44:52 Automated Tax Loss Harvesting: A Game Changer
55:42 Bitcoin as a Safe Haven: Macro Volatility Insights
#SystematicInvesting #CryptoPortfolio #TaxLossHarvesting #QuantFinance #DigitalAssets #FactorInvesting #AQRAlumni #Truvius #CryptoStrategy #AlternativeInvestments #RiskManagement
#WealthTech #DeFiStrategies #AIinFinance #NewBarbariansPodcast
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