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The Quant / Financial Engineering Podcast

Latest episodes

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Jul 26, 2023 • 26min

ChatGPT: Plugins with Allan Frank

Professor Zoro speaks with Allan Frank and Kushal Gowda about Plugins: what it is? how is it used? what will be its impact? and its relationship with ChatGpt. https://www.linkedin.com/in/patrick-z-08bb5b5a Allan Frank brings over 45 years of technology and business leadership. His background includes CTO for Capgemini, CTO for the City of Philadelphia, Chief Digital Officer & Co-founder of The Hackett Group. He currently sponsors these ChatGpt talks via his "sand box" initiative. https://www.linkedin.com/in/allanfrank Sam Manderbraout is a Master in Financial Engineering https://www.linkedin.com/in/samuelmandelbraut/ Kirin Zhang is a Master in Financial Engineering https://www.linkedin.com/in/kirin-zhang/
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Jul 20, 2023 • 27min

ChatGPT: Prompt Engineering with Allan Frank and Kushal Gowda

Professor Zoro speaks with Allan Frank and Kushal Gowda about Prompt Engineering: what it is? how is it use? what will be its impact? and its relationship with ChatGpt. https://www.linkedin.com/in/patrick-z-08bb5b5a Allan Frank brings over 45 years of technology and business leadership. His background includes CTO for Capgemini, CTO for the City of Philadelphia, Chief Digital Officer & Co-founder of The Hackett Group. He currently sponsors these ChatGpt talks via his "sand box" initiative. https://www.linkedin.com/in/allanfrank Kushal Gowd is a Quantitative Researcher, MFE Grad student at Lehigh University and CFA level 3 candidate. He completed EPAT from Quant insti and is Passionate in financial market , AI and coding https://www.linkedin.com/in/kushalgowdagv
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Mar 19, 2023 • 34min

The collapse of Silicon Valley Bank and the Polycrisis with Frank VanGansbeke

Patrick Zoro speaks with Frank Van Gansbeke about the SVB collapse and the Polycrisis. The discussion brings forth several topics such as Too much money in the system, too much leverage, drive to de-regulate, excess liquidity, the impact of the lack of competition, remnants of the 2008 crisis. Frank is executive scholar in Residence at Middlebury (Collegehttps://www.middlebury.edu/college/people/frank-van-gansbeke), Patrick Zoro is Assistant Teaching Professor at Lehigh University (https://business.lehigh.edu/directory/patrick-j-zoro), he is also the director of the Master in Financial Engineering program (https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering)
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Dec 10, 2022 • 23min

Multi Factor Investing with Rodrigo Petricioli, MFE

Professor Zoro speaks with Rodrigo Petricioli, MFE (https://www.linkedin.com/in/rodrigo-petricioli) about Multi Factor Investing, Modeling. They discuss how such a model can be valuable when risk goes up (especially during a recession). Rodrigo also explains the strategy and coding used in this project. Professor Zoro manages Lehigh MFE program https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
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Nov 1, 2022 • 18min

Pairs Trading with Charles Dotson, MFE

Professor Zoro speaks with Charles Dotson MFE '22 , Director of Research at Quantify Chaos about his project on pairs trading. They get to discuss some aspects of this project that is gaining traction with prop desks. They also talk about the different ways for students to get quant jobs (Charles' innovative concept of "who you know", "what you know" and "What can you do" is explored). https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering https://www.linkedin.com/in/charles-dotson-6a21b1165 https://www.linkedin.com/in/patrick-z-08bb5b5a
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Sep 13, 2022 • 29min

Data Analytics vs Fintech with Troy Aider, PhD

Professor Patrick Zoro speaks with Professor Troy Adair about the differences between Data Analytics and Fintech. Professor Zoro is a director for the Master in Financial Engineering https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering Professor Aider is a vocal advocate for the use of technology to enhance business processes, and is the author of numerous textbooks leveraging technology in the business decision-making processes https://business.lehigh.edu/directory/troy-adair-jr
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Jun 1, 2022 • 27min

The Geometry of Time with Aria Kartar Kaur Sangha, CFA

Professor Patrick Zoro speaks with Gurraj Singh Sangha, CFA Chief Quantitative Investment Officer about the concept of time within the alternative investment signal realm. The concept of Theory of Relativity, Free Will, Block Theory, the works of Henri Bergson and Martin Armstrong make their way into the conversation. Patrick Zoro Manages the Master In Financial Engineering program at Lehigh University https://www.linkedin.com/company/lehigh-master-in-financial-engineering
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Apr 21, 2022 • 23min

Swing Trading

Patrick Zoro Director of the master's in financial engineering program at Lehigh University has a quant discussion with Rekhit Pachanekar on Swing Trading. Rekhit is a quant researcher at Quantinsti and creating courses in the field of algo trading and machine learning. He is the co-author of the "Machine Learning for Trading" book which is available on Amazon as well.
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Mar 10, 2022 • 36min

QUANT MOVES

Professor Zoro speaks with Quant Youtuber and Dimitri Bianco, FRM about job prospects for Quants. The changing landscape is discussed, and advice provided to graduates.
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Feb 13, 2022 • 35min

Reinforcement Learning and Interpretability

Patrick Zoro welcomes to his podcasts Hariom Tatsat author of the book "Machine Learning and Data Science Blueprints for Finance: From Building Trading Strategies to Robo-Advisors Using Python 1st Edition", Bryan Yekelchik Lehigh MFE graduate and Zach Coriarty 4th Year, Bachelors of Science in Computer Science and Business at Lehigh University, Interested in data science and ML, LinkedIn: https://www.linkedin.com/in/zachary-coriarty/ They discuss their recent paper on "Deep Q-Network Interpertability: Applications to ETF Trading" https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3973146 https://www.svedbergopen.com/files/1643786733_(3)_IJAIML2021YH205248CR_(p_61-70).pdf

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