The Quant / Financial Engineering Podcast

Patrick Zoro discusses the application of the Covered Rate Parity principle to the Cryptocurrency market via a novel research idea from Matthew Marine with guidance from Gaurav Singh. Matthew (https://www.linkedin.com/in/matt-marine) is a Lehigh MFE student graduating in 2022. Before attending Lehigh, he worked at Wedbush Securities where he managed the corporate Treasury and specialized in short-...

Professor Zoro bring together two data scientist to discuss Natural Language Processing (NLP), Alternative Data and how it is used in Asset Management. Yuyu Fan, Ph. D is a VP Data Scientist and uses Natural Language Processing and Machine Learning techniques to generate investment signals and to improve client services via various types of data. Vincent Tang, MFE is an AVP Quantitative Research A...

Lehigh Master in Financial Engineering graduates, Benjamin Durkee and Matsela Matsela discuss their research results on the analysis of Forensic Accounting Analysis of Trade Volumes, Coinbase-Pro and Binance, HitBTC

Professor Zoro and his capstone MFE class speaks with Nick Gans, Director of Research and Development at Inca Digital, https://inca.digital/​ an open data aggregation and intelligence company. At Inca, he helps build systems which model and analyze the digital asset ecosystem.

Patrick Zoro welcomes a machine learning expert and explore the finance applications. Hariom Tatsat currently works as a Vice President in the Quantitative Analytics division of an investment bank in New York. Hariom has extensive experience as a Quant in the areas of predictive modelling, and financial instrument pricing in several global investment banks and financial organizations. Hariom is th...

Professor Zoro discusses with his Capstone Financial Engineering students Jack Dean (https://www.linkedin.com/in/jack-dean-445336150/) and Ramos Wu (https://www.linkedin.com/in/zhiyinwu/) about this interesting situation Patrick Zoro is Professor of Practice and a director of the Master in Financial Engineering Program https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-en...

Patrick Zoro discusses what is next for quant degrees with Dimitri Bianco, FRM and quant youtuber with more than 1,000,000 views (https://www.youtube.com/user/djmacmusic) ; Anupriya Gupta of Quantinsti (https://www.quantinsti.com) and Nicolas Rocha a graduate of Lehigh's Master in Financial Engineering. Patrick Zoro is Professor of Practice and a director of the Master in Financial Engineering Pro...

Professor Zoro speaks with Ishan Shah about Algorithm Trading basics. Ishan Shah is a Quant Researcher at Quantra by QuantInsti. He also worked with Barclays in the Global Markets team & with Bank of America Merrill Lynch. He has a rich experience in financial markets spanning across various asset classes in different roles. He is an expert in Statistical Arbitrage, data analysis and modelling, an...

Welcome to the second quant / Financial Engineering Conference from Lehigh University with the latest topics on the world of Quantitative Finance

Professor Zoro speaks with Nick Gans, Director of Research and Development at Inca Digital, https://inca.digital/ an open data aggregation and intelligence company. At Inca, he helps build systems which model and analyze the digital asset ecosystem. They talk about forensic data analysis and how the blockchain is handling the ability to track data integrity within the financial system

Dimitri Bianco FRM comes back to the podcast to discuss his on the impact of Covid 19 on MFE programs

Patrick Zoro speaks with Dr. Tamas Terlaky and Dr. Luis Zuluaga about Quantum Computing. Amplitude, Scaling, Quantum Supremacy, Cubits are discussed. They also discuss their DARPA grants aimed at exploring optimization algorithm. Dr. Terlaky is professor, Industrial and Systems Engineering https://engineering.lehigh.edu/ise/faculty/678, Dr. Zuluaga is Assistant Professor, Industrial and Systems En...

Professor Zoro makes a long distance call to India and speaks with Vishal Bagla about his LinkedIn article https://www.linkedin.com/posts/vishal-bagla_why-business-schools-need-to-integrate-data-activity-6586137552481280000-cVzg Vishal is currently a manager at https://www.alvarezandmarsal.com/ and is a graduate of https://www.iimcal.ac.in/ Patrick Zoro is a director for the Master in Financial En...

Professor Patrick Zoro speaks with Quant Dimitri Bianco, FRM (YouTuber with 8,000 subscribers, 596,000 views over past 4 years) https://www.youtube.com/channel/UCLHvJ1KNGE1s-A3ODiSgplw about what students should know when selecting a Financial Engineering or Quant program. With more than 40 programs to pick from the US along, students have a daunting task. While the rewards can be had with possibl...

Patrick Zoro seats down again with Dr. Troy Adair as a follow-up to their previous podcast to discuss the potential demise of Excel and the impact on students' curriculum choices. Professor Zoro is a former Managing Director and the director of the Master of Financial Engineering program at Lehigh University. https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering...

Professor Patrick Zoro speaks with Dr. Hank Korth about Blockchain, Cryptocurrencies, Libra, Databases, Brenton Woods, Congress, China and the future of the dollar. Dr Korth is a Professor in the Computer Science and Engineering dept of Lehigh University (csb.lehigh.edu) . He is Co-Director of a unique program in Computer Science and Business. He has authored a leading database textbook, Database...

Patrick Zoro seats down with Dr. Troy Adair to discuss Parallelism, Moore's law, the potential demise of Excel, R, Python, Artificial Intelligence, the Student as a problem solver, the Future of financial analysis and the fast changing world in which students and Educators are facing and will required skills retooling. Patrick Zoro is a former Managing Director and the director of the Master of Fi...

Patrick Zoro from the Master of Financial Engineering Program at Lehigh University speak with Dr. Rebecca Wang from the College of Business about Machine Leaning, Supervised and unsupervised, Data Scientists vs Data Engineers. https://business.lehigh.edu/directory/rebecca-j-h-wang https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering/contact-us

Patrick Zoro speaks with Dr. Hank Korth about Libra and how it may impact the financial system. This is a primer on Libra with open ended view of its future. Dr Korth is a Professor in the Computer Science and Engineering dept of Lehigh University (csb.lehigh.edu) . He is Co-Director of a unique program in Computer Science and Business. He has authored a leading database textbook, Database System...

Patrick Zoro speaks with Gabriel Guellen, a graduate student enrolled in the Master of Financial Engineering Program at Lehigh University in Bethlehem, PA, USA. Gabriel discusses elements related to a Quantitative Student Competition aimed at predicting Credit Default Swaps such as Genetic algorithms, Random Forests and Long Short-Term Memory

Patrick Zoro speaks with Dr. Christos Pargianas about his recently published research article: "Education and the minimum wage in the US." The article shows that the larger proportion of individuals with college degrees has pushed the level of the minimum wage lower. Dr. Pargianas offers a most interesting explanation as to why that is. We also get to talk about the potential economic impact of lo...

Patrick Zoro is speaking with Pawel Mosakowski about the impact that Fed policies on market performance and why we may be heading toward uncharted risky territories. The topic of Risk Management is brought up as a mean to handle the uncertainty. Pawel Mosakowski is an accomplished fixed income PM, trader and an expert risk manager. He spent over 15 years in the institutional fixed income business,...

Patrick Zoro is speaking with Pierre Lepinoy from Nice (France) about the 2008 Sub prime crisis from the perspective of a banker involved in securitization. Pierre Lépinoy holds a degree in economics from Ecole Polytechnique in Paris and an MBA from ENSAE (Ecole Nationale de la Statistique et de l'Administration Economique). After working as an economist for the World Bank, and as a negotiator of...

Patrick Zoro speaks with Stephen Kay a Managing Director at Marsh USA about his days at McGill University in Canada and move to New York. The topic of credit insurance is being introduced which allow banks to manage their exposure.

Patrick Zoro speaks with Robert Shrekgast former Credit Structurer and Marketer who is in the launching phase of an emerging market fund. Robert revisits his former stomping ground and offers insights on what it takes to work in trading, research and structuring, back-office. He also offers insights in the job interview process.