Channel: Chat With Traders

Category: People & Blogs

Tags: quant tradingtrading podcastday tradingalgorithmic trading

Description: EP 207: Evolving Trends—How Quants Are Earning Alpha w/ Rishi Narang Rishi Narang’s the founding principal of T2AM, a fund-of-funds investment manager with a sole focus of allocating to quantitative strategies. He’s also the author of Inside the Black Box, an advisor to DARPA’s Financial Markets Vulnerabilities Project, and previously appeared on Chat With Traders in 2016. Given Rishi’s close contact with many quantitative traders—and being well-versed in the space after 20+ years of earning alpha—I figured it’d be interesting to catch up and discuss evolving trends… 00:00 – Intro 02:35 – Evolving Trends in Quant Trading 19:25 – Index Rebalancing 30:08 – China Equity Markets 33:39 – Quant Strategies Beyond Public Markets 39:11 – Modelling: Overfitting & Underfitting 44:02 – Rise of Retail Quants 56:03 – DARPA Advisory Role 59:40 – Outro Show Notes: chatwithtraders.com/207