In this episode of the QuantSpeak podcast, we look ahead to the 2023 Portfolio Management Conference with Renee Yao, Founder of Neo Ivy Capital Management, who will be participating in a panel discussion at the conference.
Renee discusses the issues of explainable machine learning within portfolio management, the takeaways we can expect from the conference’s panel discussion, the rise of machine learning, and Renee’s own career path through quant finance.
QuantSpeak podcast host, Dan Tudball is joined by Jean-Paul Jaegers – former Head of Asset Allocation at Barclays. Jean-Paul discusses diversification measures, dimensions, the considerations to make when building portfolio allocations, and what led him to a career in quant finance.
QuantSpeak host, Dan Tudball, is joined by Jan Rosenzweig, Portfolio Manager at Pine Tree, to discuss why optimal portfolios are not diversified, his first encounter with Modern Portfolio Theory, and his career journey as a quant finance professional.
