theblushingquants

The Blushing Quants Podcast

Technology EN ↓ 30 episodes

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, invest...

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theblushingquants

Episodes

Marco Santanché: Quantitative Research in Practice - From KPIs to Live Trading | Blushing Quants #5 26.01.2026 1:17:36

Marco Santanché, founder of Unbiased Alpha, joins the show to unpack what truly matters in quantitative research. We explore the key differences between institutional and retail trading, the real risks behind CFDs and leverage, and how quants turn vague client objectives into clear, actionable KPIs. The conversation also dives into realistic backtesting, why overfitting is so common, and when mach...

Jared Broad: QuantConnect CEO and the Open-Source Quant Trading Stack | Blushing Quants #4 23.01.2026 44:38

A sit-down with Jared Broad, CEO of QuantConnect, to unpack how one platform turned quant research, backtesting, and live execution into an end-to-end workflow. Jared explains why QuantConnect went open source in an industry that usually keeps everything secret, and why hedge funds waste years rebuilding the same infrastructure instead of focusing on alpha. We break down what makes Lean “instituti...

Oren Tapiero: How Machine Learning Works in Live Trading | Blushing Quants #3 20.01.2026 1:24:23

A focused conversation with Oren Tapiero, a quantitative researcher at Tidal, on how machine learning is truly used in live trading. The discussion covers why the research question matters more than the model itself, how to approach feature engineering and causality instead of simple correlation, and why walk-forward backtesting and regime awareness are essential. A clear, reality-driven perspecti...

Oz Pirvandy: The "S&P 500 Algorithm" Most Traders Don’t Understand | Blushing Quants #2 07.01.2026 1:10:29

Oz Pirvandy is a Tel Aviv-based systematic fund manager and the founder of Elevate Algo Fund. With a background across economics, political science, mathematics, and data science, Oz brings a research-driven approach to portfolio construction, shaped by both academia and real-world experience in banks, where risk management is the primary priority. In this episode, Oz explains why the S&P 500...

Ryan Ling: Inside the Market Maker Playbook | Blushing Quants #1 29.12.2025 58:17

Ryan Ling is a London-based systematic short-term interest rate (STIR) trader. Ryan studied Mathematics and Data Science, blending statistics and computer science, and has built his career across several parts of quantitative trading. He began in banking, structuring and exotics, then moved into crypto trading, including market-making and HFT, before transitioning into interest rate futures. In th...