The Quant / Financial Engineering Podcast

What about Employment? by Patrick J Zoro

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-...

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

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. Nikh...

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.

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

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

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

Hedge Fund Manager and AI by Patrick J Zoro

https://www.linkedin.com/company/rehoboth-research/ https://www.linkedin.com/in/besa-masaiti/

The Crypto Landscape by Patrick J Zoro

Nikhil Jaisinghani's career in finance began a-traditionally. Leaving college with a degree in math and physics, he joined a mathematical consulting company working for the DOD and FAA. He then left the US to join the Peace Corps as a volunteer math teacher in rural Nepal. Hooked on adventure, he then taught in South India, completed a degree in international economics at Johns Hopkins, and joined...

Portfolio Talks with Alexis Investment Partners by Patrick J Zoro

Louis Pellathy is a commodity broker with a background in mathematics and data analytics. He has developed trading and price curve models for several leading Inter Dealer Brokers. He currently trades his own personal account which focuses on S&P 500 0-DTE options. Gamma Capture Intraday Volatility https://gammacapture.com/ Avaliable on Platforms NinjaTrader: https://ninjatrader.com TradingView: ht...

Crypto SAZZ is an independent publication launched in April 2025 by Gurraj Sangha https://www.cryptosazz.com/about/

In this insightful episode, I sit down with Edson Bope, a master’s student from Zimbabwe studying Financial Engineering in Pennsylvania, who shares his journey navigating the competitive U.S. job market in search of quantitative finance roles. Edson opens up about the unique challenges international students face, from visa constraints to cultural differences in networking. He talks about his expe...

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 world, barista coffee, a chance accouter, lots of networking, a Math degree, London, #Qatar, a prince, #seedfunding and ultimately the creation of this AI firm aimed at #HedgeFunds to create an Autonomous analyst in order to free their time in generati...

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 give us his views on the stock market. https://www.linkedin.com/in/aidan-oster/

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. The discussion starts with the previous Trump Tariffs on China, then the impending Tariffs on China, Mexico and Canada are addressed in a lively discussion. https://www.linkedin.com/in/patrick-z-08bb5b5a/ https://www.linkedin.com/company/lehigh-master-in-...

Discussion with Professor Salas on the impending "Trump" Tariffs. Salas is the author of peer reviewed research on Tariffs. The discussion starts with the previous Trump Tariffs on China, then the impending Tariffs on China, Mexico and Canada are addressed in a lively discussion.

Professor zoro’s guests discussed the project they have been working on since 2024: Corporate Material Event Sequences with LLMs3 and associated sentiment scores (Historical and Real-Time with Forecasts). https://www.linkedin.com/in/patrick-z-08bb5b5a/ https://www.linkedin.com/company/lehigh-master-in-financial-engineering/ Lehigh MFEs shared their experience and views on LLMs and Deepseek with Pr...

Professor Zoro speaks with the CEO of Safebooks AI about accounting and AI. https://www.linkedin.com/in/patrick-z-08bb5b5a/ https://www.linkedin.com/company/lehigh-master-in-financial-engineering/ Safebooks.ai is the first AI-powered financial data governance platform built for finance teams who demand accuracy, trust, and speed. It seamlessly integrates with all systems in the Office of the CFO s...

3 Lehigh MFEs shared their experience and views on LLMs and Deepseek with Professor Zoro who manages Lehigh MFE program: https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering Fathmat Bakayoko is a MFE, working on extracting insights from SEC 8-K filings using language models and exploring crypto compliance. www.linkedin.com/in/fathmat-samira-bakayoko-30715024a."...

Edris Loftpouri MFE /24 discusses his interest on the implementation of Bayesian Neural Networks (BNNs) for macroeconomic forecasting. He also touches on Castastrophe Modeling https://www.linkedin.com/in/patrick-z-08bb5b5a/ https://www.linkedin.com/company/lehigh-master-in-financial-engineering/ This project develops a Bayesian Neural Network (BNN) for macroeconomic forecasting, using stochastic v...

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 constant gamma position. This is a deep dive quant discussion on Option strategies. Estifanos Shekour, MFE also join the podcast and share his experience on designing option strategies. Link to Discussion Article https://optionstree.substack.com/p/gamma...