Talking Tuesdays with Fancy Quant
The Talking Tuesdays Podcast is all about quantitative topics but mainly focused around quantitative finance, data science, machine learning, career development, and technical topics. Join me for some insight from a risk management professional on how the industry works and how to break in!
Episodes
I had a blast taking to Michael Watson who is the founder and CEO of Hedgineer.
"AI is the future. But not everyone is prepared for it. To effectively integrate AI into a company, it needs an organized, thorough, and secure inventory of data. Without one, every AI implementation remains incomplete because it only has access to a subset of the relevant information it needs.
Most hedge funds are ...
Learn about financial AI expert, Igor Halperin's journey from the Soviet Union to physics and finally quantitative finance in the US. A great discussion on why many physists choose to go into quantitative finance, the positive and negative impacts of LLMs, and some perspectives on careers.
Igor Halperin:
https://www.linkedin.com/in/igor-halperin-092175a/
YouTube Version:
https://youtu.be/J7O6Scnc5NA
Igor&apo...
Jeff Ryan is an alpha engineer with an unconventional background. He is also the co-founder of QUANTkiosk and loves solving problems. Some great discussion on programming languages, structuring data, the quant community, and why R programming is so useful.
YouTube Version:
https://youtu.be/U0qf-sRzQZk
QUANTkiosk
http://www.quantkiosk.com
Jeff Ryan
https://www.linkedin.com/in/jeffreyar...
AI has many use cases and is a very broad area. AI has been used in finance since the rise of computers and the internet through automated systems. From trading to originating loans, AI is not new to finance. As LLMs have become the main focus over the last few years, there are a lot of wild predictions and fear of missing out. While LLMs and great at simple tasks and those with low risk, they are not actually thinkin...
Roman Bansal is the founder of NanoConda. We discuss growing up in Russia, the joy of reading books, and how NanoConda can help you set up software, API, hardware, and colocation for HFT (high frequency trading) for smaller firms. We also discuss why Dallas, Texas is growing in the quant space as many firms are locating here.
NanoConda
https://nanoconda.com/
Roman Bansal
https://www.linkedin....
Tribhuvan Bisen is a co-founder of Quant Insider. We learn about his journey from his education to working at Deutsche and then starting Quant Insider. We also discuss the quant job and education market in India and what it takes to be a quant.
Quant Insider:
https://quantinsider.io/
https://www.linkedin.com/company/quant-insider/
Tribhuvan Bisen:
https://www.linkedin.com/in/tribhuvan-bis...
Fred Viole is the founder of OVVO Labs and has been putting together a complete statistical framework using partial moments and nonlinear and nonparametric statistics (NNS). He also has an R package which is free called, NNS. The application of NNS to finance is proprietary and what OVVO Labs uses to sell macroeconomic forecasts, a utility based portfolio optimization tool, and an option pricing tool.
From th...
Project Phoenix is me re-organizing my life. I got an offer to be a CRO and instead of taking it, I quit my job, sold my honeybees, and decided to run a half marathon. I started my own business called, "Fancy Quant LLC" where I will consult in quant research, risk management, career development, and academic program consulting and advisory services.
For opportunities contact me on LinkedIn:
Raphael Douady is a French mathematician who works in both academia as well as quantitative finance. His specialization is in chaos theory and financial mathematics. In this interview he shares how he got into mathematics and why he left for quantitative finance. We also briefly discuss AI in the finance space as he has a paid seminar on July 31st called, "Opportunities and Challenges in Leveraging AI for Financi...
I sit down with Data Bento's CEO, Christina Qi to discuss how she started Data Bento and why their product of providing data is the best. It turns out there are a lot of features that firms want such as how data is structured, cleaned, and transferred which make a big difference especially in the finance and investing space. Learn more in this episode about Data Bento's focus on driving innovation instead of...
Welcome to Season 8 of Talking Tuesdays with Fancy Quant! This season I will bring in more guest speakers from the quantitative finance community to talk about data, business, math, stats, and their journey's through life.
OVVO Labs is a proud sponsor of Talking Tuesday with Fancy Quant!
www.OVVOLabs.com
This is the presentation I gave at the Quaint Quant Conference 2025. The goal of the conference is to bring together more people to share ideas and collaborate. I touch on some of the main groups of people in the quantitative finance community and what each group can do to build a better community. The four groups are outsiders, academics, students, and practitioners.
Website:
https://www.FancyQuantN...
As there has been some discussion around H1Bs and immigration, and a subscriber asked me to talk about it, here is my perspective.
A few high points:
- Immigration is a key part of America.
- Great people should be allowed to immigrate and not just whoever decides they want to come.
- The H1B system needs to match the number of people coming as well as a clear and simpler path to a green card.
I brought Patrick Zoro from Lehigh University on the channel to discuss jobs, hiring, program rankings, networking, and just to catch up with him on a personal note.
Some interesting takeaways include how programs gather and report graduate income. For example, the data is self reported by the students and then self reported by the universities. Some universities have third partis that do the work to reduce o...
There is a lot of confusion on how admissions is done at quant finance masters programs in the US. Every program will do it differently however today I got the opportunity to learn about the admissions process from one of the top programs (Carnegie Mellon University). Emily Wertz is the director of Admissions and Recruiting at CMU's Masters of Science in Computational Finance program and has worked there for over...
An interview with valuations expert, David Shimko to discuss what he has been up to. He's teaching a quantitative focused financial valuations core course at NYU Tandon and he has been working on a new company called, Wall Street Scholars. Wall Street Scholars is a consulting, research and publishing organization, whose scholars are renowned for their expertise in applied finance and economics. Our distinguished ...
I had another great conversation with Agus Sudjianto around machine learning models, LLMs, risk management, model validation, and building culture. Agus recently retired from Wells Fargo and is now enjoying a variety of side projects including working at H2O.ai, teaching model validation at UNC, and I believe a few other projects which may come to light within the next year.
Website:
https://www.Fanc...
Zach Creighton is a quantitative finance recruiter and founder of Hemans. Hemans is a premier staffing and search agency with specialization in the Financial Services Corporate Governance sector. Zach talks about his journey into the career of recruiting, misconceptions about recruiters, sourcing talent, and tips for those looking for jobs in the quantitative finance space.
Zach's LinkedIn:
https://w...
I had a great time talking with Stan Uryasev and learning about his journey to quantitative finance. Stan is one of the authors of the original paper on Conditional Value at Risk (CVaR). CVaR is taught in almost every finance program and has had a large impact on the finance community. Stan is also a professor and endowed chair of Stony Brook's Quantitative Finance program which includes a Masters program and a P...
From 2020 until today (7/21/24), the economy has really come into the main conversation especially with inflation as bad as it has been. I bring on economist and personal friend C.R. Olschwang to discuss what is currently happening as well as some general economics around labor, supply, demand, consumption, and business.
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