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

Pairs Trading with Charles Dotson, MFE

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

Pairs Trading with Charles Dotson, MFE

The Quant / Financial Engineering Podcast