Patrick Zoro discusses Alpha Mining with  Bogdan Ivaniuk, 
Co-Founder & CEO at AlphaCube.  Bogdan is also a Quantitative Researcher and Algorithmic Trader.

Both discusses the interesting AlphaCube's approach of alpha mining algorithm, which has the capability to generate up to 40 million strategies daily on a single CPU.  To achieve high-speed computation, AlphaCube employs a method of precalculating and storing large volumes of technical analysis data.  The two further discuss the algorithm, which  like an X-ray, can see available strategies in the market.  Further AlphaCube is capable of reverse-engineering trading strategies. 

https://www.linkedin.com/in/patrick-z-08bb5b5a/ 
https://www.linkedin.com/in/bogdan-ivaniuk/

Alpha Mining

Damiano Brigo, chair of mathematical finance at Imperial College London, shares his thoughts on the lost causes, the present role and the future prospects of quantitative finance.

Damiano Brigo – 22/01/18

In this podcast excerpt, Ritwik Gupta and Carson Sestili describe deep learning and how it differs from machine learning.  “As you compose more and more non-linear functions together, you can represent a much wider function space than you could with just one non-linear function. That is why deep learning is different from shallow learning. Shallow learning doesn’t compose multiple things together. Deep learning does.”

Deep Learning in Depth: Deep Learning versus Machine Learning

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

Alpha Mining

The Quant / Financial Engineering Podcast

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