PODCAST

QuantSpeak

CQF Institute

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

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Quantitative Finance: Corporate Finance and Investments, Then and Now

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.

Quantitative Finance: Corporate Finance and Investments, Then and Now

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.

Tails, Black Swans and Optimal Portfolios

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 professional.

Deep Reinforcement Learning for Asset Allocation in US Equities

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.

Reinforcement Learning and Hidden Markov Model Based Smart Trading Strategies

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 learning in building automated trading strategies, his career path in quantitative finance and machine learning, and where his research will take him next.

Philosophy in Quantitative Finance

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 Mechanics.

Explosive Volatility: Hidden Risks and 'Zombified' Markets

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 his career that had the most impact, and his advice to professionals starting their career in quant finance.

Anticipating the Quant Insights Conference

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 conference speaker, Robert Litterman, and Grant's own career path through quant finance.

Discontinuities and Dualities in Quant Finance

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-pandemic markets.

'Spooky' Quantum Ideas in Finance

'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.

Navigating New Waters of Extreme Change in Quant Finance

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 why quants should be focusing on Machine Learning over the next 5 years.

How can Quants Engage with Deep Learning?

How can Quants Engage with Deep Learning?

QuantSpeak host, Dan Tudball, is joined by NVIDIA's Tim Wood and John Ashley to discuss deep learning in finance and how quants can engage with these artificial neural networks.

Could Correlation-Based Risk Management Prevent 'London Whale' Size Losses?

Could Correlation-Based Risk Management Prevent 'London Whale' Size Losses?

QuantSpeak host, Dan Tudball, is joined by Professor Natalie Packham to discuss her recent research on the 'London Whale' incident of 2012 and how a new correlation-based approach could have helped prevent over $6 billion in losses.

Introducing QuantSpeak

Introducing QuantSpeak

Dr. Randeep Gug, Managing Director of the CQF Institute, introduces QuantSpeak – the new podcast from the CQF Institute. Expect key insights from finance practitioners to help you stay competitive in the rapidly evolving quant finance landscape.