Q5: Max Margenot – Good (and Not So Good) Uses of Machine Learning in Finance
Machine learning is a hot topic right now, with a lot of people wondering how it could be used in finance and trading. Used naively, machine learning poses a great deal of risk. We’ll discuss why that...
20 Joulu 201656min
103: Dave Bergstrom – Escaping Randomness, and Turning to Data for an Edge
On this episode, I’m joined by a quant trader who works at a high frequency trading firm—though you might be surprised to hear, he started out on the same path that many retail traders do—his name is;...
15 Joulu 201658min
Q4: Scott Sanderson – Portfolio Optimization: Risk Preferences In, Trades Out
When one has a price model that they think will work well for forecasting returns, the next step is to actually trade it. This isn’t that simple for a variety of reasons. For one thing, you need to de...
12 Joulu 20161h 11min
102: Eugene Soltes – Unraveling a $65-Billion Ponzi Scheme and Notorious Cases of Insider Trading
Eugene Soltes is an author and finance professor at Harvard Business School. Over the past eight years, give or take, he’s spent a lot of time with many big-time executives and professionals who have ...
7 Joulu 20161h 29min
Q3: Jonathan Larkin – Seeking Alpha? Try MORE Alpha Factors
In practice, no one trading model will ever be that good on its own. Luckily statistics has come up with a lot of theory about how you can combine weaker models to create better overall predictions. W...
5 Joulu 201651min
101: Siam Kidd – Latching Onto Trends, Strategic Business Moves, and Breaking the Norm
My guest for episode 1-0-1 is Siam Kidd, from Norwich in the UK. He’s a former-air force pilot, turned retail trader. He’s also a serial entrepreneur, and on a quest to dramatically improve the school...
1 Joulu 20161h 55min
Q2: Jessica Stauth – Seeking Alpha? Try Alpha Factors
Factors are at the core of a modern quant equity workflow. This episode introduces the notion of alpha and risk factors at a high level, and delves into some of the use cases which include: understand...
28 Marras 20161h 7min
100: Bao, @Modern_Rock – Overcome Adversity, Dominate a Niche, Become ‘the House’
My guest for this special milestone (being episode 100!) is someone who I’ve been attempting to bring on since before episode one was even released… Folks, I’d like to introduce you to Bao—or better k...
24 Marras 20161h 20min
