The Quant / Financial Engineering Podcast
The Quant / Financial Engineering Podcast
Patrick J Zoro
Created by Professor Patrick Zoro The podcast aims to capture the latest trends in Data analytics, Asset Management, Blockchain, Risk Management. Patrick Zoro is also the program manager of the Master of Financial Engineering program at Lehigh University https://cbe.lehigh.edu/academics/graduate/master-analytical-finance
What about Employment?
What about Employment? by Patrick J Zoro
Jul 10
21 min
Accuracy of Implied Volatility
Implied volatility (IV). IV is often treated as the market’s best estimate of future uncertainty and risk. But just how accurate is it in predicting actual future price variation? Brett Friedman, Winhall Risk Analytics/OptionMetrics contributor, looks SPX and historical VIX data to calculate forward-looking volatility risk premium (VRP) for insights, https://optionmetrics.com/blog/how-accurate-is-implied-volatility/
Jun 30
22 min
HYPERSCALER VIEW WITH
talk with Mr. Murphy John, the Chief Growth Officer at StorX Network.
Jun 9
17 min
Financial Planning 101
Stan Leong is the author of Engineering Your Finances: The Tech Professional’s Guide to Strategic Wealth Building and a Private Wealth Advisor who helps engineers and executives design the financial future they want. With his background as a former engineer, Stan brings technical precision and relatable insight to financial planning, connecting with clients in ways other advisors often can’t. Nikhil is a strategist focused on structured options-based income design, with published research on Black-Scholes assumptions and options investor behavior, and an upcoming paper introducing a revised pricing framework that addresses structural limitations in classical models. Nikhil’s work sits at the intersection of: Model-based pricing vs. real-world volatility regimes Behavioral distortions in options markets Positive expectancy position structuring Engineering equity-like return profiles with volatility compression Yield enhancement without leverage dependence https://www.linkedin.com/in/jaisinghani-nikhil/overlay/contact-info/
May 18
38 min
Hedgineer,Hedge Funds and AI
Part 1 explores the company https://www.hedgineer.io which " transforms hedge funds and asset managers into AI enabled investors with world class technology". Part 2 looks into the future of AI from the educational perspective.
May 9
44 min
Volatility Arbitrage
Tyler is a Master’s in Financial Engineering student graduating in 1 month. For over a year, he has been exploring volatility arbitrage and option factors with help from a sponsor at a leading hedge fund. Listen to Tyler discuss his journey on this installment of The Quant/Financial Engineer podcast. https://www.linkedin.com/in/tylerrodabaugh
Apr 17
31 min
Realized Volatility Modeling: FX
I speak with https://www.linkedin.com/in/tanyaradzwa-leigh-masunga/ on her latest projects sponsored by Hedge Fund Mgr
Apr 7
11 min
Falling Knives with Prince Owusu-Ansah (MFE)
Falling Knives with Prince Owusu-Ansah (MFE) by Patrick J Zoro
Apr 3
14 min
Hedge Fund Manager and AI
Hedge Fund Manager and AI by Patrick J Zoro
Mar 29
30 min
Blockchain Talk with Rehoboth Research
https://www.linkedin.com/company/rehoboth-research/ https://www.linkedin.com/in/besa-masaiti/
Mar 10
24 min
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