QuantSpeak
Expert 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
Episodes
27 episodes
Bridging Theory and Practice: Carol Alexander's Quant Finance Journey
In this episode of the QuantSpeak podcast, Dan Tudball is joined by Professor Carol Alexander. They delve into Professor Alexander's extensive experience in both academia and industry, and her fascinating journey in the field of quantitative fi...
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Season 1
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Episode 26
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40:56
Trading Particles for Portfolios: The Emanuel Derman Story
In this episode of the QuantSpeak podcast, Dan Tudball is joined by Emanuel Derman. They explore Derman's transition from physics to finance, his influential work on financial models like Black-Derman-Toy and Derman-Kani, and his collaboration ...
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Season 1
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Episode 25
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46:22
Raising the Stakes: Aaron Brown on Probability in Finance and Poker
In this episode of the QuantSpeak podcast, Dan Tudball is joined by Aaron Brown. They discuss the parallels between finance and poker, the decision-making skills shared by high-stakes finance professionals and poker players, and how an understa...
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Season 1
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Episode 24
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1:01:06
2023 in Focus with Dr. Paul Wilmott: AI & Beyond
In 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 finan...
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Season 1
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Episode 23
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26:48
Quantum Solutions: Envisioning the Next Era of Finance
In 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...
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Season 1
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Episode 22
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33:32
Capital Valuation Adjustments
In 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 ...
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Season 1
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Episode 21
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23:43
Black-Scholes and Beyond: Exploring Machine Learning and Hedging Strategies
In 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 ...
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Season 1
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Episode 20
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1:03:51
Vicarious Risk and the AI Revolution
QuantSpeak 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.
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Season 1
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Episode 19
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1:08:47
Developments and Applications in (explainable) ML in Portfolio Management
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 d...
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Season 1
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Episode 18
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32:50
ESG and Shareholder Value
In 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 pric...
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Season 1
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Episode 17
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35:02
Machine Learning in Systematic Futures Allocation
In 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 includi...
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Season 1
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Episode 16
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46:23
Tell me, what exactly is diversification and how do we evaluate it?
QuantSpeak 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 ...
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Season 1
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Episode 15
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44:31
ESG: "Emergence of the Sustainability Linked Bonds” - Friend or Foe to Sustainability?
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 financ...
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Season 1
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Episode 14
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21:18
Modeling the Dynamics of the Entire Implied Volatility Surface with Deep Learning
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...
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Season 1
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Episode 13
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34:43
Quantitative Finance: Corporate Finance and Investments, Then and Now
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.
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Season 1
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Episode 12
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46:46
Tails, Black Swans and Optimal Portfolios
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 profes...
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Season 1
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Episode 11
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40:23
Deep Reinforcement Learning for Asset Allocation in US Equities
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.
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Season 1
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Episode 10
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26:17
Reinforcement Learning and Hidden Markov Model Based Smart Trading Strategies
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 learni...
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Season 1
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Episode 9
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26:18
Philosophy in Quantitative Finance
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 Mechan...
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Season 1
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Episode 8
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38:51
Explosive Volatility: Hidden Risks and 'Zombified' Markets
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 hi...
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Season 1
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Episode 7
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42:12
Anticipating the Quant Insights Conference
Ahead 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 c...
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Season 1
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Episode 6
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40:20
Discontinuities and Dualities in Quant Finance
QuantSpeak 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-pan...
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Season 1
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Episode 5
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29:39
'Spooky' Quantum Ideas in Finance
QuantSpeak 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.
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Season 1
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Episode 4
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33:22
Navigating New Waters of Extreme Change in Quant Finance
With 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 wh...
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Season 1
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Episode 3
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35:45