QuantSpeak
25 episodes - English - Latest episode: 3 months ago - ★★★★★ - 3 ratingsExpert insights from quants for quants. Listen to QuantSpeak to hear from thought leaders in quant finance as they share their insights into the latest research and industry practice. QuantSpeak is created by the CQF Institute. Part of Fitch Learning, the CQF Institute is the awarding body for the Certificate in Quantitative Finance and provides a platform for educating and building the global quantitative finance community. Find out more at www.cqfinstitute.org
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Episodes
2023 in Focus with Dr. Paul Wilmott: AI & Beyond
January 09, 2024 21:00 - 26 minutes - 18.5 MBIn this episode of the QuantSpeak podcast, Dan Tudball is joined by CQF Program Founder, Dr. Paul Wilmott, for a 2023 round-up. Delve into the latest AI advancements, quantum computing thoughts, and Dr. Wilmott's new mission to make quant finance accessible to teens. Plus, discover which quant Dr. Wilmott would pick as a desert island companion.
Quantum Solutions: Envisioning the Next Era of Finance
November 06, 2023 16:00 - 33 minutes - 23.2 MBIn this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Araceli Venegas-Gomez. Araceli discusses the ways in which quantum computing could affect the future of the finance industry, how different industries are starting to adopt quantum methods, and her own career path from aeronautical engineering into quant finance.
Capital Valuation Adjustments
October 02, 2023 14:00 - 23 minutes - 16.4 MBIn this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Matthias Arnsdorf. Matthias discusses capital valuation adjustments and the challenges they face in the current economic climate, the importance of communication skills as a quant, and more.
Black-Scholes and Beyond: Exploring Machine Learning and Hedging Strategies
June 12, 2023 22:00 - 1 hour - 44 MBIn this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Jörg Kienitz, from Acadia. Jörg discusses the topic of his upcoming talk at the Black-Scholes 50th Anniversary Conference, the role that Open Source Software played in his recent paper, the importance of C++, and more.
Vicarious Risk and the AI Revolution
May 25, 2023 13:00 - 1 hour - 47.4 MBQuantSpeak podcast host, Dan Tudball is joined by Dr. Grant Fuller, CEO and Founder of Irithmics. Dr. Fuller discusses the latest advancements in vicarious risk and if the finance industry is fully sold on AI.
Developments and Applications in (explainable) ML in Portfolio Management
March 16, 2023 11:00 - 32 minutes - 22.7 MBIn 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.
ESG and Shareholder Value
March 02, 2023 11:00 - 35 minutes - 24.1 MBIn this episode of the QuantSpeak podcast, Dan Tudball is joined by Professor Aaron Yoon of the Kellogg School of Management, Northwestern University. Aaron discusses how he first became interested in the ESG space, his philosophy on stock price and shareholder value, and why he decided to choose a career in academia.
Machine Learning in Systematic Futures Allocation
February 01, 2023 09:00 - 46 minutes - 32 MBIn the first QuantSpeak episode of 2023, Dan Tudball is joined by Tony Guida, Co-Head of Systematic Macro at RAM AI. 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.
Tell me, what exactly is diversification and how do we evaluate it?
November 03, 2022 14:00 - 44 minutes - 30.7 MBQuantSpeak podcast host, Dan Tudball is joined by Jean-Paul Jaegers, 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?
October 21, 2022 07:00 - 21 minutes - 14.9 MBQuantSpeak 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
September 21, 2022 10:00 - 34 minutes - 23.9 MBQuantSpeak 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
June 29, 2022 15:00 - 46 minutes - 32.3 MBQuantSpeak 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
June 14, 2022 15:00 - 40 minutes - 27.8 MBQuantSpeak 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
May 19, 2022 13:00 - 26 minutes - 18.4 MBQuantSpeak 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
April 19, 2022 10:00 - 26 minutes - 18.2 MBQuantSpeak 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
February 28, 2022 15:00 - 38 minutes - 26.9 MBQuantSpeak 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.
Philosophy in Quantitative Finance
February 28, 2022 15:00 - 38 minutes - 26.9 MBQuantSpeak 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
December 10, 2021 12:00 - 42 minutes - 29 MBQuantSpeak 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.
Anticipating the Quant Insights Conference
October 26, 2021 15:00 - 40 minutes - 27.9 MBAhead of the Quant Insights Conference on 27th & 28th October 2021, QuantSpeak host, Dan Tudball is joined by Grant Fuller, CEO of Irithmics, to discuss the exciting lineup for the event, the conference talk topics, Grant's admiration for conference speaker, Robert Litterman, and Grant's own career path through quant finance.
Discontinuities and Dualities in Quant Finance
October 26, 2021 15:00 - 29 minutes - 20.6 MBQuantSpeak host, Dan Tudball is joined by Dr. Laura Ballotta to discuss the initial challenges of trying to bring financial risk and insurance risk together and the massive opportunities for cross-pollination between both fields in the post-pandemic markets.
'Spooky' Quantum Ideas in Finance
October 26, 2021 14:00 - 33 minutes - 23.1 MBQuantSpeak host, Dan Tudball is joined by author, David Orrell, to discuss why quantum ideas are appropriate mathematical frameworks for finance (not just physics) and why these ideas are becoming more tractable to quant finance practitioners.
Navigating New Waters of Extreme Change in Quant Finance
October 26, 2021 14:00 - 35 minutes - 25.3 MBWith the pace of change in financial markets becoming more rapid, QuantSpeak is joined by Dr. Misha Fomytskyi, Co-Founder of Vola Dynamics, to discuss his journey into quant finance, lessons learned from the previous 'new world' of 2008, and why quants should be focusing on Machine Learning over the next 5 years.
How can Quants Engage with Deep Learning?
October 26, 2021 14:00 - 42 minutes - 29.3 MBQuantSpeak host, Dan Tudball, is joined by NVIDIA's Tim Wood and John Ashley to discuss deep learning in finance and how quants can engage with these artificial neural networks.
Could Correlation-Based Risk Management Prevent 'London Whale' Size Losses?
October 26, 2021 13:00 - 42 minutes - 29.3 MBQuantSpeak host, Dan Tudball, is joined by Professor Natalie Packham to discuss her recent research on the 'London Whale' incident of 2012 and how a new correlation-based approach could have helped prevent over $6 billion in losses.
Introducing QuantSpeak
October 26, 2021 11:00 - 59 seconds - 764 KBDr. Randeep Gug, Managing Director of the CQF Institute, introduces QuantSpeak – the new podcast from the CQF Institute. Expect key insights from finance practitioners to help you stay competitive in the rapidly evolving quant finance landscape.