Lehigh Master in Financial Engineering graduates, Benjamin Durkee  and Matsela Matsela discuss their research results on the analysis of Forensic Accounting Analysis of Trade Volumes, Coinbase-Pro and Binance, HitBTC

Forensic Cryptocurrency Trading Analysis

Patrick Zoro speaks with Dr Neal Snow on his recently published co-authored work on an examination on search-based peer (SBP) groups proposed by Lee, Ma, and Wang (2015) and their relationship with commonality in liquidity. Their results confirm that SBP affiliation is a significant determinant of commonality in liquidity and, unlike market- and industry-commonality, SBP-commonality has been increasing over the past 15 years. Their results show that retail investors are responsible for roughly 85% of the EDGAR searches that generate SBP groups. Overall, their study provides new evidence of a significant demand-side commonality associated with SBP affiliations.

https://academic.oup.com/rof/advance-article-abstract/doi/10.1093/rof/rfab033/6456321?redirectedFrom=fulltext

Patrick Zoro is the director of the MFE program at Lehigh U. and a professor of practice, and leads the capstone program for the MFE course work

Dr. Neal Snow is a professor and researcher in the college of Business at Lehigh University.

Commonality in Liquidity

Professor Zoro speaks with Quant Youtuber and Dimitri Bianco, FRM about job prospects for Quants.  The changing landscape is discussed, and advice provided to graduates.

QUANT MOVES

Patrick Zoro Director of the master's in financial engineering program at Lehigh University has a quant discussion with Rekhit Pachanekar on Swing Trading.

Rekhit is a quant researcher at Quantinsti and creating courses in the field of algo trading and machine learning. He is the co-author of the "Machine Learning for Trading" book which is available on Amazon as well.

Swing Trading

Professor Zoro speaks with Quant Youtuber Mehul Mehta about the Master in Financial Engineering.  Various aspects of the program are discussed including who is best for that program, the curriculum, the jobs

Mehul is currently working at Charles Schwab as a Manager in Risk Modeling/Analytics department. Prior to Charles Schwab, Mehul was working at Regions Bank as Assistant Vice President in the Treasury Department. As a Treasury Quantitative Modeler, Mehul was responsible for the development and maintenance of quantitative solutions across a wide range of subjects such as CCAR, PPNR Modeling, balance sheet forecasting, deposit analytics, prepayment, interest rate risk, market risk, economic capital, fixed income analysis, yield curve construction, derivatives valuation.

Mehul Mehta
https://www.linkedin.com/in/mehul-mehta4/
https://www.youtube.com/@MehulMehta-ct7di

Patrick Zoro
https://www.linkedin.com/in/patrick-z-08bb5b5a/
https://www.youtube.com/@LehighMFE

Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering

What about the Master in Financial Engineering?

Professor Zoro speaks with Nick Gans, Director of Research and Development at Inca Digital, https://inca.digital/ an open data aggregation and intelligence company. At Inca, he helps build systems which model and analyze the digital asset ecosystem.  They talk about forensic data analysis and how the blockchain is handling the ability to track data integrity within the financial system

Data Forensics in the Age of Blockchain

Welcome to the second quant / Financial Engineering Conference from Lehigh University with the latest topics on the world of Quantitative Finance

2nd Quant / Financial Engineering Conference

Professor Zoro speaks with Ishan Shah about Algorithm Trading basics.  Ishan Shah is a Quant Researcher at Quantra by QuantInsti.  He also worked with Barclays in the Global Markets team & with Bank of America Merrill Lynch. He has a rich experience in financial markets spanning across various asset classes in different roles. He is an expert in Statistical Arbitrage, data analysis and modelling, and how to use statistics and machine learning to automate your trading strategies.
Professor zoro manages the Master in Financial Engineering program at Lehigh University  https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering

Algo Trading

Patrick Zoro welcomes a machine learning expert and explore the finance applications. Hariom Tatsat currently works as a Vice President in the Quantitative Analytics division of an investment bank in New York. Hariom has extensive experience as a Quant in the areas of predictive modelling, and financial instrument pricing in several global investment banks and financial organizations.

Hariom is the co-author of the book "Blueprints for Machine Learning and Data science in Finance".

Patrick Zoro is Professor of Practice and a director of the Master in Financial Engineering Program https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering

Machine Learning and Data Science in Finance

Professor Zoro and his capstone MFE class speaks with Nick Gans, Director of Research and Development at Inca Digital, https://inca.digital/​ an open data aggregation and intelligence company. At Inca, he helps build systems which model and analyze the digital asset ecosystem.

Impromptu Blockchain Discussion between  Nick Gans and MFE Students

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

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