QuantSpeak
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
Trading Particles for Portfolios: The Emanuel Derman Story
In this episode of the QuantSpeak podcast, Dan Tudball is joined by Emanuel Derman. They explore Derman's transition from physics to finance, his influential work on financial models like Black-Derman-Toy and Derman-Kani, and his collaboration with Fisher Black. Derman also gives insight into the integration of science and finance, and shares a sneak peek of his memoir, "Brief Hours and Weeks: My Life as a Capetonian". Podcasts are for informational purposes only and provided “as is” without ...
Jun 24, 2024
46 min
Raising the Stakes: Aaron Brown on Probability in Finance and Poker
In this episode of the QuantSpeak podcast, Dan Tudball is joined by Aaron Brown. They discuss the parallels between finance and poker, the decision-making skills shared by high-stakes finance professionals and poker players, and how an understanding of probability and risk is essential in both fields. Brown also shares his career journey, the evolution of both industries, and the significance of community and knowledge-sharing for success.
Apr 12, 2024
1 hr 1 min
2023 in Focus with Dr. Paul Wilmott: AI & Beyond
In this episode of the QuantSpeak podcast, Dan Tudball is joined by CQF Program Founder, Dr. Paul Wilmott, for a 2023 round-up. Delve into the latest AI advancements, quantum computing thoughts, and Dr. Wilmott's new mission to make quant finance accessible to teens. Plus, discover which quant Dr. Wilmott would pick as a desert island companion.
Jan 9, 2024
26 min
Quantum Solutions: Envisioning the Next Era of Finance
In this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Araceli Venegas-Gomez. Araceli discusses the ways in which quantum computing could affect the future of the finance industry, how different industries are starting to adopt quantum methods, and her own career path from aeronautical engineering into quant finance.
Nov 6, 2023
33 min
Capital Valuation Adjustments
In this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Matthias Arnsdorf. Matthias discusses capital valuation adjustments and the challenges they face in the current economic climate, the importance of communication skills as a quant, and more.
Oct 2, 2023
23 min
Black-Scholes and Beyond: Exploring Machine Learning and Hedging Strategies
In this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Jörg Kienitz, from Acadia. Jörg discusses the topic of his upcoming talk at the Black-Scholes 50th Anniversary Conference, the role that Open Source Software played in his recent paper, the importance of C++, and more.
Jun 12, 2023
1 hr 3 min
Vicarious Risk and the AI Revolution
QuantSpeak podcast host, Dan Tudball is joined by Dr. Grant Fuller, CEO and Founder of Irithmics. Dr. Fuller discusses the latest advancements in vicarious risk and if the finance industry is fully sold on AI.
May 25, 2023
1 hr 8 min
Developments and Applications in (explainable) ML in Portfolio Management
In this episode of the QuantSpeak podcast, we look ahead to the 2023 Portfolio Management Conference with Renee Yao, Founder of Neo Ivy Capital Management, who will be participating in a panel discussion at the conference. Renee discusses the issues of explainable machine learning within portfolio management, the takeaways we can expect from the conference's panel discussion, the rise of machine learning, and Renee's own career path through quant finance.
Mar 16, 2023
32 min
ESG and Shareholder Value
In this episode of the QuantSpeak podcast, Dan Tudball is joined by Professor Aaron Yoon of the Kellogg School of Management, Northwestern University. Aaron discusses how he first became interested in the ESG space, his philosophy on stock price and shareholder value, and why he decided to choose a career in academia.
Mar 2, 2023
35 min
Machine Learning in Systematic Futures Allocation
In the first QuantSpeak episode of 2023, Dan Tudball is joined by Tony Guida, Co-Head of Systematic Macro at RAM AI. Tony discusses the role of research in quantitative investment, the current debates in the quant community including p-hacking and the importance of peer-reviewing, and where his excitement for quant finance first came from.
Feb 1, 2023
46 min
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