The Quant / Financial Engineering Podcast

Patrick J Zoro

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

  1. Accuracy of Implied Volatility

    4 dgn geleden

    Accuracy of Implied Volatility

    Implied volatility (IV). IV is often treated as the market’s best estimate of future uncertainty and risk. But just how accurate is it in predicting actual future price variation? Brett Friedman, Winhall Risk Analytics/OptionMetrics contributor, looks SPX and historical VIX data to calculate forward-looking volatility risk premium (VRP) for insights, https://optionmetrics.com/blog/how-accurate-is-implied-volatility/

    22 min.
  2. HYPERSCALER VIEW WITH

    9 jun

    HYPERSCALER VIEW WITH

    talk with Mr. Murphy John, the Chief Growth Officer at StorX Network.

    17 min.
  3. Financial Planning 101

    18 mei

    Financial Planning 101

    Stan Leong is the author of Engineering Your Finances: The Tech Professional’s Guide to Strategic Wealth Building and a Private Wealth Advisor who helps engineers and executives design the financial future they want. With his background as a former engineer, Stan brings technical precision and relatable insight to financial planning, connecting with clients in ways other advisors often can’t. Nikhil is a strategist focused on structured options-based income design, with published research on Black-Scholes assumptions and options investor behavior, and an upcoming paper introducing a revised pricing framework that addresses structural limitations in classical models. Nikhil’s work sits at the intersection of: Model-based pricing vs. real-world volatility regimes Behavioral distortions in options markets Positive expectancy position structuring Engineering equity-like return profiles with volatility compression Yield enhancement without leverage dependence https://www.linkedin.com/in/jaisinghani-nikhil/overlay/contact-info/

    38 min.
  4. Hedgineer,Hedge Funds and AI

    9 mei

    Hedgineer,Hedge Funds and AI

    Part 1 explores the company https://www.hedgineer.io which " transforms hedge funds and asset managers into AI enabled investors with world class technology". Part 2 looks into the future of AI from the educational perspective.

    45 min.
  5. Volatility Arbitrage

    17 apr

    Volatility Arbitrage

    Tyler is a Master’s in Financial Engineering student graduating in 1 month. For over a year, he has been exploring volatility arbitrage and option factors with help from a sponsor at a leading hedge fund. Listen to Tyler discuss his journey on this installment of The Quant/Financial Engineer podcast. https://www.linkedin.com/in/tylerrodabaugh

    32 min.
  6. Realized Volatility Modeling: FX

    7 apr

    Realized Volatility Modeling: FX

    I speak with https://www.linkedin.com/in/tanyaradzwa-leigh-masunga/ on her latest projects sponsored by Hedge Fund Mgr

    11 min.
  7. Falling Knives with Prince Owusu-Ansah (MFE)

    3 apr

    Falling Knives with Prince Owusu-Ansah (MFE)

    Falling Knives with Prince Owusu-Ansah (MFE) by Patrick J Zoro

    15 min.
  8. Hedge Fund Manager and AI

    29 mrt

    Hedge Fund Manager and AI

    Hedge Fund Manager and AI by Patrick J Zoro

    31 min.
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Info

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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