The Blushing Quants Podcast

theblushingquants

The Blushing Quants is a candid look at the intersection of quantitative finance and machine learning. We discuss the hard truths of building ML-based investment systems. What works, what fails, and why. We leave the LLMs to the chatbots and focus on the heavy hitters of quantitative finance: Neural Networks, Time Series Analysis, and Statistical Learning. *DISCLAIMER* The information shared on this podcast is for educational and informational purposes only and reflects the personal opinions of the hosts and guests at the time of recording. Nothing in this podcast constitutes financial, investment, legal, tax, or trading advice, and nothing should be interpreted as a recommendation to buy, sell, or hold any security, cryptocurrency, derivative, or financial product. Trading and investing involve substantial risk, including the possible loss of all or part of your capital. You are solely responsible for your own decisions, and you should consult a qualified professional before making financial decisions. By listening to this podcast, you agree that the hosts, guests, and producers are not liable for any losses or damages arising from the use of any information discussed.

  1. Aug 24

    Antonio Berenguer: How Options Market Makers Price Volatility and Manage Risk | Blushing Quants #38

    Antonio Berenguer is an options trading and market-making professional with a background in engineering, mathematics, computational research, quantitative finance, and cryptocurrency markets. Antonio completed a PhD in computational electromagnetics before moving into quantitative finance. After earning a master’s degree in Madrid, he joined an options market-making firm in Amsterdam, where he spent approximately six years working across liquidity provision, screen and broker trading, quantitative research, signal development, and position-taking strategies. He later moved into cryptocurrency trading and market making. In this episode, Antonio joins us for an in-depth conversation about options market making, volatility trading, liquidity, hedging, position sizing, portfolio risk, and quantitative research. Antonio explains how market makers generate returns by quoting bid and ask prices, capturing spreads, and managing inventory risk. We discuss how they adjust quotes, use correlated assets for hedging, and sometimes cross the spread when reducing exposure becomes more important than preserving their trading edge. The conversation explores the complexity of options portfolios across different strikes and maturities. Antonio explains how Delta, Gamma, Vega, Vanna, Volga, and other Greeks help traders summarize risk, while also highlighting the limitations of Black-Scholes and the dangers of relying too heavily on simplified measures. We also discuss position limits, correlation risk, internal netting, centralized Delta hedging, exchange rebates, quoting obligations, and how sophisticated firms reduce transaction costs by offsetting exposures across products and trading desks. Antonio examines the gap between academic theory and practical trading. Elegant models may fail when liquidity is limited, hedges cannot be executed, or transaction costs remove the apparent opportunity. He shares a research process built around exploring data broadly, identifying promising relationships, and focusing only on signals that can realistically be traded. Finally, we discuss crypto options, tokenized assets, and how blockchain technology may bring traditional and digital markets closer together. A technical and practical conversation on options, volatility, market making, portfolio risk, quantitative research, liquidity, and the infrastructure behind modern financial markets.   *DISCLAIMER* The information shared on this podcast is for educational and informational purposes only and reflects the personal opinions of the hosts and guests at the time of recording. Nothing in this podcast constitutes financial, investment, legal, tax, or trading advice, and nothing should be interpreted as a recommendation to buy, sell, or hold any security, cryptocurrency, derivative, or financial product. Trading and investing involve substantial risk, including the possible loss of all or part of your capital. You are solely responsible for your own decisions, and you should consult a qualified professional before making financial decisions. By listening to this podcast, you agree that the hosts, guests, and producers are not liable for any losses or damages arising from the use of any information discussed.

  2. Aug 24

    Gilad Bar-Ilan: Turning Crowd Sentiment into Trading Signals with AI | Blushing Quants #37

    Gilad Bar-Ilan is the CEO and co-founder of Crowd Wisdom Trading, with extensive experience across proprietary trading, equities, options, futures, foreign exchange, product management, software development, and financial technology. Gilad began his career as a day trader with remote U.S. proprietary trading firms before joining an Israeli proprietary trading firm and becoming deeply involved in options trading on the Tel Aviv Stock Exchange. He later worked as a product manager with Israeli technology startups, combining his trading experience with the ability to transform complex technical concepts into working financial products. In this episode, Gilad joins us for an in-depth conversation about crowd intelligence, financial sentiment, alternative data, artificial intelligence, and how thousands of market opinions can be turned into structured, actionable trading signals. Gilad explains how Crowd Wisdom Trading analyzes thousands of hours of financial content from YouTube and other online sources. Using large language models and task-specific AI agents, the platform identifies which assets traders are discussing, distinguishes between short-term and long-term views, and extracts concrete information such as direction, entry prices, targets, stop levels, and time horizons. We discuss why identifying positive or negative sentiment is not enough. A general opinion about a stock may provide limited value, while a specific trading plan containing an entry, target, stop, and time horizon can be measured, evaluated, and compared with other predictions. The conversation explores the challenge of separating useful information from noise. Gilad explains why aggregating every market opinion does not automatically create intelligence and why the quality, experience, and track record of the contributors matter. Instead of relying on the general public, his approach focuses on building a professional crowd of experienced traders with relevant market expertise. Gilad connects this framework to Philip Tetlock’s research on superforecasters. Just as groups of skilled forecasters can outperform ordinary prediction groups, Gilad believes that combining the structured opinions of successful traders can produce a stronger market view than following any single analyst or commentator. We also examine how raw information becomes actionable signals. Gilad explains why replacing unstructured noise with a larger collection of filtered opinions still leaves traders with too many decisions. The next step is therefore to rank opportunities by factors such as risk and reward, narrow the list, and present a manageable selection of potential trades. The discussion then moves to execution and simplicity. While collecting, classifying, and aggregating data may require complex technological infrastructure, Gilad argues that the final trading plan should remain clear and understandable, with a defined entry, stop, target, and method for measuring results. Gilad shares the entrepreneurial journey behind Crowd Wisdom Trading and explains how the emergence of ChatGPT, large language models, and AI agents made it possible to build a product he had wanted throughout his trading career. What began as a question about why traders should follow one financial commentator when technology could analyze thousands quickly developed into a scalable platform for extracting collective market intelligence. We also explore Gilad’s experience across equities, options, futures, and foreign exchange. He explains why risk management matters more than the specific financial instrument being traded and why traders must always expect that something will eventually break. Whether the disruption is a financial crisis, natural disaster, pandemic, or unexpected market event, survival depends on controlling risk and preparing multiple contingency plans. Finally, we discuss the future of discretionary and retail trading. Gilad expects professional tools that were once available mainly through institutional environments to become increasingly accessible on retail traders’ mobile devices. At the same time, access to more tools will not guarantee success. Traders will need to specialize, remain adaptable, understand their own decision-making, and learn how to convert expanding volumes of data into useful signals. A practical and detailed conversation on crowd intelligence, artificial intelligence, financial sentiment, alternative data, signal construction, trading psychology, risk management, and the future of technology-assisted decision-making in financial markets.   *DISCLAIMER* The information shared on this podcast is for educational and informational purposes only and reflects the personal opinions of the hosts and guests at the time of recording. Nothing in this podcast constitutes financial, investment, legal, tax, or trading advice, and nothing should be interpreted as a recommendation to buy, sell, or hold any security, cryptocurrency, derivative, or financial product. Trading and investing involve substantial risk, including the possible loss of all or part of your capital. You are solely responsible for your own decisions, and you should consult a qualified professional before making financial decisions. By listening to this podcast, you agree that the hosts, guests, and producers are not liable for any losses or damages arising from the use of any information discussed.

  3. Aug 24

    Paul MacGregor: Building Electronic Markets and Commodity Exchanges | Blushing Quants #36

    Paul MacGregor is a financial markets executive with nearly 30 years of experience across exchanges, derivatives, electronic trading, commodities, technology, and international business development. In this episode, Paul traces his journey from strategic planning at BP to the open-outcry trading floors of LIFFE, where he witnessed the rapid transition from human execution to fully electronic markets. He explains how real-time data, systematic strategies, and execution costs accelerated that transformation, changing the structure of global markets. Paul shares his experience developing electronic trading platforms for bonds, equities, indexes, and complex interest-rate strategies. He also discusses the expansion of exchange technology across Europe, the rise of algorithmic and proprietary trading, and the infrastructure required to support market makers and increasingly sophisticated participants. The conversation moves into physical commodities and Paul’s time at the London Metal Exchange. He explains what makes markets such as copper, aluminium, nickel, zinc, lead, and tin different from purely financial products, including physical settlement, global supply chains, and the varied needs of producers, consumers, and investors. Paul also explores the challenge of building effective commodity benchmarks. From battery metals to LNG, contracts must reflect the underlying physical market closely enough to help participants manage risk. When the benchmark and the actual exposure differ, basis risk can significantly reduce the effectiveness of a hedge. The episode also examines auction mechanisms beyond traditional financial markets. Paul shares how electronic auction technology was adapted for the art market and later for climate projects, creating greater transparency and price discovery in areas that had previously relied heavily on private negotiations. Looking internationally, Paul discusses the development of capital markets in India, China, Saudi Arabia, Singapore, and the Middle East. He reflects on India’s GIFT City, the growth of Asian commodity exchanges, and the opportunities created as financial activity becomes less concentrated in established Western markets. Throughout the conversation, Paul emphasizes that technology alone cannot create a successful exchange. Clear strategy, stakeholder support, participant education, migration planning, and strong relationships are all essential. Even as AI, automation, and quantitative trading continue to reshape markets, people remain at the heart of building trust, liquidity, and lasting market ecosystems. This episode offers a wide-ranging look at how exchanges evolve, how new markets are built, and how financial infrastructure connects technology with the real economy.   *DISCLAIMER* The information shared on this podcast is for educational and informational purposes only and reflects the personal opinions of the hosts and guests at the time of recording. Nothing in this podcast constitutes financial, investment, legal, tax, or trading advice, and nothing should be interpreted as a recommendation to buy, sell, or hold any security, cryptocurrency, derivative, or financial product. Trading and investing involve substantial risk, including the possible loss of all or part of your capital. You are solely responsible for your own decisions, and you should consult a qualified professional before making financial decisions. By listening to this podcast, you agree that the hosts, guests, and producers are not liable for any losses or damages arising from the use of any information discussed.

  4. Aug 24

    Roger McIntosh: Institutional Portfolios, Factor Models and Alpha Decay | Blushing Quants #35

    Roger McIntosh is a Chief Investment Officer with an actuarial and quantitative background and extensive experience managing equities, fixed income, multi-asset portfolios, pension assets, index funds, and systematic investment strategies. Roger helped establish Vanguard’s investment team in Australia, built several of its index funds, led its equity and bond teams, and developed multi-asset portfolios for Australian investors. He later created and managed his own quantitative investment strategy, giving him a rare perspective across passive investing, active management, portfolio construction, and institutional decision-making. In this episode, Roger joins us for an in-depth conversation about how institutional portfolios are constructed, how quantitative factors are selected and combined, and why managing an index fund is far more complex than simply purchasing every security in a benchmark. Roger explains the difference between full replication and optimized replication. While some equity indexes can be replicated almost completely, bond indexes and broad small-cap benchmarks may contain thousands of securities that cannot all be owned efficiently. Portfolio managers must therefore reproduce the benchmark’s underlying factor exposures while controlling tracking error and active risk. We discuss how country, industry, value, momentum, quality, duration, convexity, and other factors can be used across equity and fixed-income portfolios. Roger explains why multi-factor models are generally more robust than relying on a single factor and why the factors that influence global technology companies may differ significantly from those driving regional Asian small-cap stocks. The conversation goes deeper into factor ranking, weighting, and signal construction. Roger shares how he uses point-in-time data, weekly model updates, ongoing ex-post testing, and percentile rankings to evaluate whether a signal remains useful or has started to decay. We also explore alpha decay and holding periods. Roger explains why holding a position is itself an active decision, how different factors lose predictive power at different speeds, and why momentum, value, and quality signals should not always be treated in the same way. Roger shares his experience with index rebalancing and the challenges created when large amounts of passive capital must trade simultaneously. We discuss how index additions and removals can influence price discovery, create predictable market flows, and affect the construction of both passive and active portfolios. The discussion also covers portfolio optimization, risk budgets, benchmark-relative exposures, concentration, portfolio capacity, and why optimization methods that work across thousands of securities may be less useful for concentrated portfolios containing only 20 or 30 names. Finally, we examine the growing abundance of financial data and the importance of data quality, interpretability, and client communication. Roger explains why quantitative models must remain understandable to investment committees and clients, how ESG requirements can affect portfolio construction, and why unconventional real-world information can sometimes provide useful signals that traditional datasets overlook. A practical and detailed conversation on institutional investing, factor models, index construction, portfolio optimization, alpha decay, data quality, and the decisions behind managing large pools of capital.   *DISCLAIMER* The information shared on this podcast is for educational and informational purposes only and reflects the personal opinions of the hosts and guests at the time of recording. Nothing in this podcast constitutes financial, investment, legal, tax, or trading advice, and nothing should be interpreted as a recommendation to buy, sell, or hold any security, cryptocurrency, derivative, or financial product. Trading and investing involve substantial risk, including the possible loss of all or part of your capital. You are solely responsible for your own decisions, and you should consult a qualified professional before making financial decisions. By listening to this podcast, you agree that the hosts, guests, and producers are not liable for any losses or damages arising from the use of any information discussed.

  5. Aug 24

    Nam Nguyen: Sell-Side vs Buy-Side Quants, Monte Carlo and AI | Blushing Quants #34

    Nam Nguyen is a career quantitative finance professional with experience across both the sell side and buy side. Based in Toronto and working across North America and Asia, Nam began his career during the global financial crisis, building models for complex financial derivatives before moving into model validation, risk management, and eventually buy-side quantitative research. In this episode of The Blushing Quants, Nam joins us for an in-depth conversation about the differences between sell-side and buy-side quantitative finance, Monte Carlo simulation, derivatives pricing, risk modeling, backtesting, market anomalies, and the growing influence of artificial intelligence. Nam explains how sell-side quants work with risk-neutral pricing, exotic derivatives, volatility surfaces, stochastic-volatility models, calibration, Value-at-Risk, and Expected Shortfall. He contrasts this with the buy side, where researchers focus more heavily on time series, statistical anomalies, arbitrage opportunities, portfolio construction, and the search for alpha. We discuss the evolution of Value at Risk and why highly sophisticated models can become difficult for regulators and risk managers to audit. Nam explains why financial institutions moved toward more transparent simulation-based approaches and why Expected Shortfall may provide a better view of tail risk than traditional VaR alone. The conversation also examines the limitations of historical simulation. We explore bootstrap scenarios, Monte Carlo methods, stress testing, and whether AI-generated scenarios could help researchers model future crises and market conditions that have never appeared in historical data. Nam shares his perspective on building reliable backtesting environments across equities, fixed income, credit, options, and volatility products. We discuss calibration, rolling and expanding windows, out-of-sample validation, parameter stability, overfitting, and why strong historical performance does not automatically justify capital deployment. We also explore how quantitative researchers select risk factors. Nam discusses volatility, correlation, liquidity, credit spreads, and the trade-off between interpretable models built from a small number of well-understood variables and machine-learning systems that can process a much larger feature set. The discussion then moves to market anomalies, including seasonality, liquidity changes, volatility risk premiums, and the importance of combining practitioner knowledge with statistical testing. Nam explains why an observed anomaly must be validated before it can be treated as a reliable investment signal. Finally, we discuss portfolio diversification, the difficulty of finding stable negative correlations, the role of options in managing downside exposure, and how AI may change market behavior itself. Nam shares why momentum, mean reversion, correlations, volatility, and market-maker hedging dynamics may evolve as more participants adopt advanced quantitative tools. A technical and practical conversation on derivatives, quantitative risk management, Monte Carlo simulation, market anomalies, portfolio construction, and how AI is reshaping both financial research and market structure.   *DISCLAIMER* The information shared on this podcast is for educational and informational purposes only and reflects the personal opinions of the hosts and guests at the time of recording. Nothing in this podcast constitutes financial, investment, legal, tax, or trading advice, and nothing should be interpreted as a recommendation to buy, sell, or hold any security, cryptocurrency, derivative, or financial product. Trading and investing involve substantial risk, including the possible loss of all or part of your capital. You are solely responsible for your own decisions, and you should consult a qualified professional before making financial decisions. By listening to this podcast, you agree that the hosts, guests, and producers are not liable for any losses or damages arising from the use of any information discussed.

  6. Jul 22

    Antonio Marrazzo: How to Build Robust Factors with Data and Machine Learning | Blushing Quants #33

    Antonio Marrazzo is a quantitative researcher with a background in economics and actuarial science, focused on factor investing, portfolio construction, market regimes, data analysis, and machine learning in financial markets. Originally from Argentina, Antonio began applying quantitative methods to investing before formally discovering the quant profession. He translated concepts such as Markowitz portfolio optimization into Python, built his own research pipelines, and developed a systematic approach to understanding markets through data. In this episode, Antonio joins us for a detailed conversation about how quantitative strategies are researched, tested, and transformed into realistic investment models. The central question is: How do you know whether a factor is real, tradable, and persistent rather than the result of statistical chance? Antonio explains why a factor should be supported by economic reasoning and a plausible relationship with returns. We discuss multiple-testing bias, false discoveries, factor orthogonality, risk premia, and why testing thousands of ideas will almost always produce something that appears statistically significant. We also explore why factors must be evaluated using realistic and tradable investment universes. Antonio explains how attractive historical results can disappear after accounting for microcap exposure, liquidity constraints, bid-ask spreads, short availability, transaction costs, and other practical limitations. The conversation goes deeper into multi-factor portfolio construction and dynamic factor allocation. Antonio shares why each factor may perform differently across market regimes, including why momentum can behave better in lower-volatility environments while short-term reversal may become more relevant when volatility increases. We then examine one of the most important parts of quantitative research: data quality. Antonio discusses missing values, outliers, time-zone alignment, interpolation, point-in-time data, reporting dates, survivorship bias, look-ahead bias, financial statement revisions, and why researchers must understand exactly when information became available to the market. Finally, we explore machine learning in quantitative finance. Antonio explains why feature engineering can matter more than selecting the most sophisticated model, why classification may be more practical than directly predicting returns, and how models such as logistic regression, random forests, and XGBoost can identify relationships that traditional linear methods may miss. We also discuss expanding training windows, stationarity, realistic labeling, meta-labeling, purged cross-validation, embargo periods, and the importance of including trading costs throughout the research and validation process. A technical and practical conversation on factor investing, regime-aware allocation, data engineering, machine learning, portfolio research, and the discipline required to avoid fooling yourself with attractive backtests.   *DISCLAIMER* The information shared on this podcast is for educational and informational purposes only and reflects the personal opinions of the hosts and guests at the time of recording. Nothing in this podcast constitutes financial, investment, legal, tax, or trading advice, and nothing should be interpreted as a recommendation to buy, sell, or hold any security, cryptocurrency, derivative, or financial product. Trading and investing involve substantial risk, including the possible loss of all or part of your capital. You are solely responsible for your own decisions, and you should consult a qualified professional before making financial decisions. By listening to this podcast, you agree that the hosts, guests, and producers are not liable for any losses or damages arising from the use of any information discussed.

  7. Jul 14

    Vincent Randazzo: Market Breadth, Risk and Systematic Portfolio Management | Blushing Quants #32

    Vincent Randazzo, CMT, is a portfolio manager and technical market strategist with more than 25 years of experience across firms including Morgan Stanley, UBS, ICAP, CFRA Research, and Lowry Research. After observing that investors have access to more market data than ever but often lack clarity on how to use it, Vincent developed Defender, a quantitative, rules-based framework designed to support more objective portfolio and risk-management decisions. He is also the founder of ViewRite Advisors and manages the Defender Risk Adaptive 500 ETF, ticker SPDF. In this episode of The Blushing Quants, Vincent joins us for a practical conversation about market breadth, regime detection, technical analysis, systematic investing, and how portfolio managers can respond when the market’s apparent strength does not reflect what is happening beneath the surface. The central question is: Can market breadth reveal risks that traditional market indexes fail to show? Vincent explains why market-cap-weighted indexes can create a misleading picture when a small group of large companies drives most of the market’s performance. We discuss how breadth indicators measure participation across large-cap, mid-cap, and small-cap stocks to assess the market’s underlying health, detect fragility, and identify changing conditions. We explore Vincent’s rules-based approach to adjusting equity exposure across different market regimes. He explains why market deterioration often happens gradually, why market bottoms can develop more quickly, and how historical evidence can help investors distinguish between healthy pullbacks and more serious changes in risk. The conversation also covers momentum, relative strength, moving averages, trailing stops, changing correlations, and the importance of interpreting technical indicators within the correct market environment. Vincent explains why being above a moving average is not enough, why its direction also matters, and why context is essential when evaluating any signal. Vincent also shares lessons from his own investment mistakes and from navigating the 2008 financial crisis. We discuss the danger of becoming emotionally attached to an investment thesis, why successful risk management requires both an exit and re-entry process, and how systematic rules can reduce the influence of ego and emotion. Finally, we examine active versus passive investing, the role of technical analysis within institutional portfolio management, and how market technicians can complement fundamental portfolio managers by improving timing, risk awareness, and decision consistency. A thoughtful and practical conversation on market breadth, portfolio management, regime detection, momentum, technical analysis, and building a systematic approach to investment risk.   *DISCLAIMER* The information shared on this podcast is for educational and informational purposes only and reflects the personal opinions of the hosts and guests at the time of recording. Nothing in this podcast constitutes financial, investment, legal, tax, or trading advice, and nothing should be interpreted as a recommendation to buy, sell, or hold any security, cryptocurrency, derivative, or financial product. Trading and investing involve substantial risk, including the possible loss of all or part of your capital. You are solely responsible for your own decisions, and you should consult a qualified professional before making financial decisions. By listening to this podcast, you agree that the hosts, guests, and producers are not liable for any losses or damages arising from the use of any information discussed.

  8. Jul 14

    Jerome Busca: Inside Citadel, Alpha Decay and the Future of Quant | Blushing Quants #31

    Jerome Busca is a quantitative trader with more than 25 years of experience across mathematics, quantitative research, portfolio management, global futures, foreign exchange, and crypto markets. After beginning his career in academic mathematics and applied research in France, Jerome moved into quantitative finance and later joined Citadel’s hedge fund business. Working on the mortgage desk before the 2008 financial crisis, while also helping develop a systematic CTA-style futures operation, gave him a front-row view of how institutional quantitative research, technology, and market risk evolved during a defining period in modern finance. In this episode, Jerome joins us for a wide-ranging conversation about how quantitative trading has changed and what remains fundamentally difficult despite better data, infrastructure, and artificial intelligence. The central question is: As technology makes quantitative research faster and more accessible, does finding sustainable alpha become easier, or does the competition simply become more intense? Jerome explains how global futures research was conducted before Python, modern data infrastructure, and AI transformed the industry. We discuss why technological infrastructure became a competitive advantage for firms such as Citadel, how arbitrage makes markets more efficient, and why the lifespan of many trading edges has fallen from seconds to microseconds. We also examine portfolio construction and the limitations of traditional correlation-based optimization. Jerome shares his perspective on Markowitz optimization, regularization, Bayesian approaches, factor models, hierarchical covariance, equal-risk allocation, fat-tailed returns, conditional correlations, copulas, and why simple portfolio methods can be surprisingly difficult to outperform. The conversation goes deeper into causality, hidden common drivers, changing market regimes, crisis correlations, and the danger of confusing statistical relationships with genuine economic mechanisms. Jerome also explains why researchers and portfolio managers should remain cautious when translating attractive academic findings into live investment decisions. Finally, we discuss the growing influence of AI on quantitative finance, including how individual researchers can now build tools that once required institutional teams, why professional data infrastructure remains essential, and how easier backtesting can create an even greater risk of overfitting and false confidence. We conclude by exploring emerging markets and new areas of quantitative research, including crypto, perpetual futures, prediction markets, alternative data, and even the possibility of applying systematic methods to art valuation. A thoughtful and practical conversation on alpha decay, portfolio construction, causality, artificial intelligence, emerging markets, and the continuing evolution of quantitative finance.   *DISCLAIMER* The information shared on this podcast is for educational and informational purposes only and reflects the personal opinions of the hosts and guests at the time of recording. Nothing in this podcast constitutes financial, investment, legal, tax, or trading advice, and nothing should be interpreted as a recommendation to buy, sell, or hold any security, cryptocurrency, derivative, or financial product. Trading and investing involve substantial risk, including the possible loss of all or part of your capital. You are solely responsible for your own decisions, and you should consult a qualified professional before making financial decisions. By listening to this podcast, you agree that the hosts, guests, and producers are not liable for any losses or damages arising from the use of any information discussed.

About

The Blushing Quants is a candid look at the intersection of quantitative finance and machine learning. We discuss the hard truths of building ML-based investment systems. What works, what fails, and why. We leave the LLMs to the chatbots and focus on the heavy hitters of quantitative finance: Neural Networks, Time Series Analysis, and Statistical Learning. *DISCLAIMER* The information shared on this podcast is for educational and informational purposes only and reflects the personal opinions of the hosts and guests at the time of recording. Nothing in this podcast constitutes financial, investment, legal, tax, or trading advice, and nothing should be interpreted as a recommendation to buy, sell, or hold any security, cryptocurrency, derivative, or financial product. Trading and investing involve substantial risk, including the possible loss of all or part of your capital. You are solely responsible for your own decisions, and you should consult a qualified professional before making financial decisions. By listening to this podcast, you agree that the hosts, guests, and producers are not liable for any losses or damages arising from the use of any information discussed.

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