

Matthew Granade Discusses Quantitative Investment (Podcast)
Mar 15, 2019
Matthew Granade, Chief Market Intelligence Officer at Point72, shares his journey from data science and journalism to leading investment strategies. He discusses the fusion of human intuition and machine learning in finance, highlighting the challenges of creating effective quantitative models. Granade emphasizes the impact of data-driven tools on industries, compares investment experiences across different market regimes, and reflects on the importance of resilience and passion in personal and professional growth.
AI Snips
Chapters
Books
Transcript
Episode notes
Granade's Harvard Crimson Presidency
- Matthew Granade was president of the Harvard Crimson after a competitive process called the turkey shoot.
- The role involved shaping debate and investigating stories at Harvard, which he loved intensely.
Power of Model-Driven Businesses
- Being model-driven means using data and logic to constantly improve predictions or decisions.
- Finance, Netflix, and Tencent all use models to enhance their business constantly.
Avoid Overfitting Models
- Avoid overfitting by having fundamental intuition about your models and strict out-of-sample testing.
- Segment data into fitting, out-of-sample, and live testing before committing money.