Professor Zoro speaks with Garrettt DeSimone about Options.  Various aspects of the Option environment are discussed including OptionMetrics, Out of the money put, Fat tales, Long Dated Options, Taleb Nassim, Blogs by Garrett

Garret is Head of Quant Research at OptionMetrics
https://www.linkedin.com/in/garrett-desimone-ph-d-4ab7ba68/

https://www.reuters.com/business/media-telecom/bearish-traders-swarm-amc-options-stock-conversion-plan-faces-doubts-2023-07-28/

OptionMetrics
https://optionmetrics.com

https://www.businesswire.com/news/home/20230621930348/en/OptionMetrics-Makes-US-Dividend-Forecast-Data-Available-to-Academic-Researchers

https://www.barchart.com/story/news/19307336/oil-stocks-amidst-current-macroeconomic-risks

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

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

Stock Options Perspective with Garrett DeSimone, PhD

Loaded Bases W/ Joey Skeezah (Donnie katana)

Professor Zoro speaks with Omid Malekan about Crypto and the need for more peer reviewed academic research.  Various aspects of this topic are explored including  the need for a "Crypto PE" for example.  

Omid is a an Adjunct Professor @ Columbia Business School, explainer in chief at https://www.linkedin.com/company/conversanceinc/ and a book author https://www.omidmalekan.com

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

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

Crypto: The Latest Frontier in Research

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 Brett Friedman about one of the most popular Wall Street auguries the so-called “January Barometer,” or the belief that the market’s investment performance in January is indicative of the rest of the year. 

Brett Friedman has managed risk for over 30 years and has broad experience working with financial institutions in risk management and operations.  He has built and managed three risk management organizations from scratch, two trading startups, and has transacted on numerous exchanges and OTC markets,  He brings a vast amount of first-hand risk management, operations, and valuation experience.

Mr. Friedman was formerly the Chief Risk Officer of Ospraie Management, an $8 billion natural resource-based hedge fund and private equity group. Earlier in his career, Mr. Friedman served as a Partner at Risk Capital Management, Chief Risk Officer for three energy trading firms, worked for 10 years as an energy futures and options trader, and traded foreign exchange futures and options for the Union Bank of Switzerland.  He started his career at the Federal Reserve Bank of NY.

Mr. Friedman is a monthly contributor to OptionMetrics, the premier provider of historical options and implied volatility data.

https://optionmetrics.com/blog/the-january-barometer-fact-fiction-or-both/

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

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

"The January Effect" and Stock Prices

Professor Zoro speaks with Samuel Black about the interesting relationship between Quant Finance and the world of Physics.

Samuel Black is a Master in Financial Engineering, with an undergraduate in Physics.  

https://www.linkedin.com/in/samuel-v-black/

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

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

Quant Finance and Physics

Patrick Zoro https://www.linkedin.com/in/patrick-z-08bb5b5a/ in a vivid discussion with book author Steve Dalton https://www.linkedin.com/in/daltonsteve/ 

Various topics are addressed through the lens of the students seeking a first job to the hiring manager.  The conversation explores the psychology behind a LinkedIn, faceless approach vs the face to face relationship building but challenging approach.  
The two then compare and contrast the various approaches to seeking that first job after graduation, and how the skills acquired during that search can further help in your career.
There is a particular focus on the international students and how they can best foster the power of networking.

“The 2-Hour Job Search“ Interview

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

Professor Zoro speaks with Joseph Furlong about the inverted Yield Curve and its implications.  They get to talk about the $35 trillion national debt, the stock market and other salient topics. With over three decades of dedicated experience in banking, Joe's expertise lies in loan portfolio management and risk analytics. Patrick Zoro www.linkedin.com/in/patrick-z-08bb5b5a/Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/gradu…ial-engineering

The Inverted Yield Curve that was

The podcast welcomes Rob Navin, Founder of Real Time Risk Systems to discuss his new method of estimated a realized volatility based on P&L from a constant gamma position.  This is a deep dive quant discussion on Option strategies. Estifanos Shekour, MFE also join the podcast and share his experience on designing option strategies.

Link to Discussion Article
https://optionstree.substack.com/p/gamma-capture-realized-volatility-9b5

https://www.linkedin.com/in/robnavin/
https://www.linkedin.com/in/estifanos-shekour/
https://www.linkedin.com/in/patrick-z-08bb5b5a/

Lehigh MFE Linkedin Page
https://www.linkedin.com/company/lehigh-master-in-financial-engineering

Gamma Capture

Edris Loftpouri MFE /24 discusses his interest on the implementation of Bayesian Neural Networks (BNNs) for macroeconomic forecasting. He also touches on Castastrophe Modeling


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

https://www.linkedin.com/company/lehigh-master-in-financial-engineering/

This project develops a Bayesian Neural Network (BNN) for macroeconomic forecasting, using stochastic volatility and Bayesian shrinkage priors to manage complex, high-dimensional data. With layer-specific and neuron-specific activation functions, the model captures both long-term dependencies and short-term nonlinear dynamics. Offering adaptive uncertainty quantification and robust volatility handling, it’s ideal for risk analysis, economic policy, and quantitative finance applications.



https://www.linkedin.com/in/edris-lotfpouri/

Bayesian Neural Networks

Professor zoro’s guests discussed the project they have been working on since 2024: Corporate Material Event Sequences with LLMs3 and associated sentiment scores (Historical and Real-Time with Forecasts).


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

https://www.linkedin.com/company/lehigh-master-in-financial-engineering/

Lehigh MFEs shared their experience and views on LLMs and Deepseek with Professor Zoro who manages Lehigh MFE program: https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering

Fathmat Bakayoko is a MFE, working on extracting insights from SEC 8-K filings using language models and exploring crypto compliance.  www.linkedin.com/in/fathmat-samira-bakayoko-30715024a."

Nicholas Wagner is a MFE co-founded lab automation company Opentrons Labworks and works on blending quantitative finance with Natural Language Processing (NLP) and Large Language Models (LLMs). He sees these emerging technologies as catalysts for data-driven breakthroughs in capital markets.
https://www.linkedin.com/in/nicholas-wagner-b7b743229/

Hariom Tastat is an MFE and  Experienced quant and leader with expertise in the areas of quantitative research, financial AI/machine learning and derivative pricing.
Co-author of the book “Machine Learning and Data Science Blueprints for Finance”. 
Website: https://htatsat.com/

Corporate Material Event Sequences with LLMs

Crypto SAZZ is an independent publication launched in April 2025 by Gurraj Sangha
https://www.cryptosazz.com/about/

CRYPTOSAZZ

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

New tracks tagged #mfe