014 - Dr Tom Starke - Combining Alphas in a Diversified Quant Portfolio

In this episode of The Algorithmic Advantage podcast, we dive into the fascinating world of quantitative trading with Dr. Tom Starke, a renowned expert in the field. With a rich background in physics (PHD) and engineering, Tom shares his unique journey from academic institutions and engineering firms to the dynamic arena of stock trading. His transition from a structured scientific career to the unpredictable financial markets offers invaluable lessons for anyone intrigued by the intersection of technology and finance.

Throughout the episode, Tom delves into the nuances of quant trading, discussing the blend of art and science in strategy development, the importance of micro alphas for diversification, and the challenges of risk management in today's volatile markets. He also sheds light on the potential of AI and machine learning in trading and offers a glimpse into the future role of quantum computing in finance. His insights not only illuminate the complexities of algorithmic trading but also emphasize the necessity of continuous learning and adaptability in the ever-evolving world of finance.

Recorded: 12 Dec 2022.

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