Q4: Scott Sanderson – Portfolio Optimization: Risk Preferences In, Trades Out

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 define how much risk you’re okay with taking on in a portfolio, and then try to maximize your returns while staying within those boundaries. This is the foundation of modern portfolio theory—we’ll discuss some real life issues with this. -- Sponsored by DataCamp.com – Wanna learn how to code? Then you best visit DataCamp. They’ve got a full suite of data science courses that’ll give you the skill-sets necessary of a quant. Learn more about your ad choices. Visit megaphone.fm/adchoices

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207: Rishi Narang – Evolving Trends—How Quants Are Earning Alpha

207: Rishi Narang – Evolving Trends—How Quants Are Earning Alpha

Rishi Narang’s the founding principal of T2AM, a fund-of-funds investment manager with a sole focus of allocating to quantitative strategies. He’s also the author of Inside the Black Box, an advisor t...

26 Nov 20201h 4min

206: Dan David – The Investigative Research of an Activist Short Seller

206: Dan David – The Investigative Research of an Activist Short Seller

Dan David is the founder of Wolfpack Research, a short-biased firm that goes to great lengths to meticulously understand the business operations, technical aspects and financials of listed companies. ...

12 Nov 20201h 7min

205: Michael Katz – Day Trading: The Questions You Want Answered

205: Michael Katz – Day Trading: The Questions You Want Answered

Active equities trader and managing partner of proprietary trading firm Seven Points Capital, Michael Katz, returns for a third appearance on Chat With Traders. As we’ve previously done a 'regular' in...

22 Okt 20201h 9min

204: Brian Lee – Esports Pro Attains High Score Playing the Stock Market

204: Brian Lee – Esports Pro Attains High Score Playing the Stock Market

Three years ago, Brian Lee—a former esports professional—took a leap into day trading equities. Having since developed a talent for shorting the backside of inflated moves, paired with a great emphasi...

7 Okt 20201h 12min

203: Bob Bright – The Pursuit of Edge

203: Bob Bright – The Pursuit of Edge

Casino floor or trading floor, Bob Bright has forever sought an edge for favorable odds… Counting cards in Las Vegas at blackjack tables, calculating three-way options at the Pacific Exchange, pairs t...

18 Sep 20201h 15min

202: Wayne Himelsein – Betting Against Stability

202: Wayne Himelsein – Betting Against Stability

Wayne Himelsein begun his career on a proprietary trading desk at Carlin Financial Group in the mid-90’s, doing statistical arbitrage—complimentary to his mathematical nature. Come 1999, Wayne launche...

4 Sep 20201h 8min

201: Hayden Beamish – The Legwork, Execution and Management of Institutional Investments

201: Hayden Beamish – The Legwork, Execution and Management of Institutional Investments

For the past 5-years, Hayden Beamish has been a portfolio manager and director at Endeavor Asset Management—a hedge fund based in Melbourne, with ~$300m AUM. The Hedge portfolio that Hayden manages en...

21 Aug 20201h 23min

200: Best of Trading Psychology, Pt. 2

200: Best of Trading Psychology, Pt. 2

As an extension of the previous episode, I present to you the second installment for the ‘Best of Trading Psychology.’ Taken from past episodes of Chat With Traders, this is a compilation of snippets ...

7 Aug 20201h 12min

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