Machine Learning in Systematic Futures Allocation

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Machine Learning in Systematic Futures Allocation

Tony Guida discusses machine learning in systematic futures and quant investment research.

Wednesday 1 February 2023

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Podcast Description

Tony discusses the role of research in quantitative investment, the current debates in the quant community including p-hacking and the importance of peer-reviewing, and where his excitement for quant finance first came from.

Topics & Timestamps

[00:00 - 02:00 ] Opening, Introductions, Guest Bio, Talk Preview

[02:00 - 06:00 ] Research Context

[06:00 - 10:00] Reproducibility Crisis, Technology Impact, Machine Learning Generation, Scientific Rigor

[10:00 - 16:00] Mathematical Rigor, Education, Ethics, Role of Research in Quant

[16:00 - 22:00] Market Complexity, Higher-Dimensional Thinking, Mainstreaming Quant, Open Source

[22:00 - 29:00 ] Peer Review, Publishing Challenges, Open Access, Motivation, Quality

[29:00 - 38:00] Peer Review as a Service, Mentoring, Knowledge Sharing, Machine Learning in Futures

[38:00 - 46:23] Closing Remarks.

Disclaimer

Podcasts are for informational purposes only and provided “as is” without any representation or warranty from Fitch Learning of any kind. Comments or statements expressed by speakers may not be those of the Fitch Learning. Fitch Learning is not providing advice or recommendations. Fitch Learning, its directors, officers, or employees do not accept any liability for any loss arising from the use of information.