Alternative Fund Insight Episode 10 - CFM chairman Jean-Philippe Bouchaud on the science behind systematic
6 snips
Dec 5, 2022 Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12
Introduction
00:00 • 2min
What's the Strategy of Stratus in 2022?
01:32 • 4min
Trend Following
05:13 • 2min
The Big Regime Shifts Are Good for Corn Strategies
07:01 • 2min
CFM - Is 2022 Good for Quants?
09:03 • 3min
Is There a Huge Tail Risk in Cryptos?
11:44 • 2min
Is There a Future for CFM?
13:37 • 4min
Why Central Banks Are Using Models That Do Not Cover the Whole Spectrum of Possibilities
17:41 • 2min
Is There a Need for Different Underlying Assumptions and Different Outcomes?
20:10 • 4min
Is the Oversold Volatility a Big Thing?
24:07 • 4min
The Black Shull's Theory of Option Pricing
27:38 • 2min
Is There a Big Difference Between Economics and Physics?
29:41 • 3min