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.
Podcast Topic: Quantitative Finance
Tell me, what exactly is diversification and how do we evaluate it?
Podcast Description
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.
ESG: “Emergence of the Sustainability Linked Bonds” – Friend or Foe to Sustainability?
Podcast Description
QuantSpeak host, Dan Tudball, is joined by Diana Ouamar, Managing Director of Rima Consulting Limited, to discuss if traditional risk management approaches are still relevant for managing climate risk, the emergence of new sustainability finance products and the major challenges with sustainability linked bonds.
Modeling the Dynamics of the Entire Implied Volatility Surface with Deep Learning
Podcast Description
QuantSpeak podcast, Dan Tudball is joined by Derivatives Structurer, Arthur Böök. Arthur will be discussing his early career beginnings, his recent paper with Daniel Bloch, ‘Smiling in Action’, and the exciting advancements happening in machine learning.
Quantitative Finance: Corporate Finance and Investments, Then and Now
Podcast Description
QuantSpeak host, Dan Tudball, is joined by Dr. John Guerard to discuss his early career beginnings, his work with Harry Markowitz and his advice for future quant finance professionals.
Tails, Black Swans and Optimal Portfolios
Podcast Description
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.
Deep Reinforcement Learning for Asset Allocation in US Equities
Podcast Description
QuantSpeak host, Dan Tudball, is joined by Sonam Srivastava, Founder of Wright Research, to discuss the application of reinforcement learning within asset allocation, the results of her recent research, and her career journey as a quant.
Reinforcement Learning and Hidden Markov Model Based Smart Trading Strategies
Podcast Description
QuantSpeak host, Dan Tudball, is joined by Samit Ahlawat, Senior Vice President in Quantitative Research, Capital Modeling at J.P. Morgan Chase, to discuss what researchers should prioritize when using artificial intelligence and machine learning in building automated trading strategies, his career path in quantitative finance and machine learning, and where his research will take him next.
Philosophy in Quantitative Finance
Podcast Description
QuantSpeak host, Dan Tudball, is joined by Elie Ayache, CEO and Co-Founder of ITO 33, to discuss the place of philosophical thinking in the context of quantitative finance, his early career beginnings and his first encounter with Quantum Mechanics.
Explosive Volatility: Hidden Risks and ‘Zombified’ Markets
Podcast Description
QuantSpeak host, Dan Tudball, is joined by Dr. Hari P. Krishnan, Head of Volatility Strategies at SCT Capital Management, to discuss why he came to the conclusion that the financial markets were ‘zombified’, agent-based risks, the moments in his career that had the most impact, and his advice to professionals starting their career in quant finance.