The Quant / Financial Engineering Podcast
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The Quant / Financial Engineering Podcast
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/m...
Episodi recenti
62 episodi
CRYPTOSAZZ
Crypto SAZZ is an independent publication launched in April 2025 by Gurraj Sangha
https://www.cryptosazz.com/about/
International Student Networking for Quant Jobs in the U.S
In this insightful episode, I sit down with Edson Bope, a master’s student from Zimbabwe studying Financial Engineering in Pennsylvania, who shares hi...
Orchid (The A.I. Asset Management Firm)
Zuber Seth and I discussed his firm (Orchid) out of his London office. The discussion starts with Zuber's background, his foray into the hedge fund wo...
Stock Market Turmoil Analysis
As the market is heading down, we bring in Aidan Oster who is top ranked amongst 500+ entrants in the 2025 United States Investing Championship to giv...
The Trump Tariffs (part 2)
Professor Salas comes back to the podcast to provide an update on the "Trump" Tariffs. Salas is the author of peer reviewed research on Tariffs. Th...
The Impending Tariffs on China-Mexico-Canada
Discussion with Professor Salas on the impending "Trump" Tariffs. Salas is the author of peer reviewed research on Tariffs. The discussion starts wi...
Corporate Material Event Sequences with LLMs
Professor zoro’s guests discussed the project they have been working on since 2024: Corporate Material Event Sequences with LLMs3 and associated senti...
Accounting and AI
Professor Zoro speaks with the CEO of Safebooks AI about accounting and AI.
https://www.linkedin.com/in/patrick-z-08bb5b5a/
...
What about DeepSeek R1 ?
3 Lehigh MFEs shared their experience and views on LLMs and Deepseek with Professor Zoro who manages Lehigh MFE program: https://business.lehigh.edu/a...
Bayesian Neural Networks
Edris Loftpouri MFE /24 discusses his interest on the implementation of Bayesian Neural Networks (BNNs) for macroeconomic forecasting. He also touches...
Gamma Capture
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 con...
The Vix of August
Professor Zoro speaks with Garrettt DeSimone about Options. Various aspects of the Option environment are discussed including OptionMetrics, The Vix o...
The Inverted Yield Curve that was
Professor Zoro speaks with Joseph Furlong about the inverted Yield Curve and its implications. They get to talk about the $35 trillion national debt,...
Alpha Mining
Patrick Zoro discusses Alpha Mining with Bogdan Ivaniuk,
Co-Founder & CEO at AlphaCube. Bogdan is also a Quantitative Researcher and Algorith...
“The 2-Hour Job Search“ Interview
Patrick Zoro https://www.linkedin.com/in/patrick-z-08bb5b5a/ in a vivid discussion with book author Steve Dalton https://www.linkedin.com/in/daltonste...
Quant Finance and Physics
Professor Zoro speaks with Samuel Black about the interesting relationship between Quant Finance and the world of Physics.
Samuel Black i...
"The January Effect" and Stock Prices
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...
What about the Master in Financial Engineering?
Professor Zoro speaks with Quant Youtuber Mehul Mehta about the Master in Financial Engineering. Various aspects of the program are discussed includi...
What about the VIX?
Professor Zoro speaks with Brett Friedman about the VIXX and how it has behaved recently. Various aspects of VIX are explored including how it is cal...
Crypto: The Latest Frontier in Research
Professor Zoro speaks with Omid Malekan about Crypto and the need for more peer reviewed academic research. Various aspects of this topic are explore...
Stock Options Perspective with Garrett DeSimone, PhD
Professor Zoro speaks with Garrettt DeSimone about Options. Various aspects of the Option environment are discussed including OptionMetrics, Out of t...
Multi-Factor Investing Model with Asim Turk
Professor Zoro speaks with Asim Turk, MFE about the Multi-Factor Investing Model Asim has been working on. In additional to Multi Factor, various asp...
CHATGPT: Wiki Page with Allan Frank and Kirin Zhang
Professor Zoro speaks with Allan Frank and Kirin Zhang about Kirin's new Wiki Page: what it is? how is it used? what will be its impact? and its relat...
ChatGPT: Plugins with Allan Frank
Professor Zoro speaks with Allan Frank and Kushal Gowda about Plugins: what it is? how is it used? what will be its impact? and its relationship with...
ChatGPT: Prompt Engineering with Allan Frank and Kushal Gowda
Professor Zoro speaks with Allan Frank and Kushal Gowda about Prompt Engineering: what it is? how is it use? what will be its impact? and its relation...
The collapse of Silicon Valley Bank and the Polycrisis with Frank VanGansbeke
Patrick Zoro speaks with Frank Van Gansbeke about the SVB collapse and the Polycrisis. The discussion brings forth several topics such as Too much mon...
Multi Factor Investing with Rodrigo Petricioli, MFE
Professor Zoro speaks with Rodrigo Petricioli, MFE (https://www.linkedin.com/in/rodrigo-petricioli) about Multi Factor Investing, Modeling. They discu...
Pairs Trading with Charles Dotson, MFE
Professor Zoro speaks with Charles Dotson MFE '22 , Director of Research at Quantify Chaos about his project on pairs trading. They get to discuss so...
Data Analytics vs Fintech with Troy Aider, PhD
Professor Patrick Zoro speaks with Professor Troy Adair about the differences between Data Analytics and Fintech.
Professor Zoro is a d...
The Geometry of Time with Aria Kartar Kaur Sangha, CFA
Professor Patrick Zoro speaks with Gurraj Singh Sangha, CFA Chief Quantitative Investment Officer about the concept of time within the alternative inv...
Swing Trading
Patrick Zoro Director of the master's in financial engineering program at Lehigh University has a quant discussion with Rekhit Pachanekar on Swing Tra...
QUANT MOVES
Professor Zoro speaks with Quant Youtuber and Dimitri Bianco, FRM about job prospects for Quants. The changing landscape is discussed, and advice pro...
Reinforcement Learning and Interpretability
Patrick Zoro welcomes to his podcasts Hariom Tatsat author of the book "Machine Learning and Data Science Blueprints for Finance: From Building Tradin...
Commonality in Liquidity
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,...
COP26, Climate change and the oversight of carbon footprint in multi-factor modeling
Patrick Zoro speaks to a former Wall Street colleague, Frank Van Gansbeke https://www.linkedin.com/in/frank-van-gansbeke-48199918/
Frank...
Algorithmic Sports Trading
Patrick Zoro welcomes three Master in Financial Engineering graduates from Lehigh University to talk about their forward looking project on Sports Ana...
Covered Rate Parity and Crypto
Patrick Zoro discusses the application of the Covered Rate Parity principle to the Cryptocurrency market via a novel research idea from Matthew Marine...
NLP & Quantamental Investing
Professor Zoro bring together two data scientist to discuss Natural Language Processing (NLP), Alternative Data and how it is used in Asset Management...
Forensic Cryptocurrency Trading Analysis
Lehigh Master in Financial Engineering graduates, Benjamin Durkee and Matsela Matsela discuss their research results on the analysis of Forensic Acco...
Impromptu Blockchain Discussion between Nick Gans and MFE Students
Professor Zoro and his capstone MFE class speaks with Nick Gans, Director of Research and Development at Inca Digital, https://inca.digital/ an open...