PODCAST · business
The Quant / Financial Engineering Podcast
by Patrick J Zoro
Created by Professor Patrick Zoro The podcast aims to capture the latest trends in Data analytics, Asset Management, Blockchain, Risk Management.Patrick Zoro is also the program manager of the Master of Financial Engineering program at Lehigh Universityhttps://cbe.lehigh.edu/academics/graduate/master-analytical-finance
Episodes
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The Clarity Act
Professor Hank Korth and I discuss the Clarity Act
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Options (II)
Options (II) by Patrick J Zoro
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The Oil, The Strait and The Fed
It was my privilege to speak to Frank R. Gunter, a man of experience, wit and perspective on the Middle East based on his experience as a Marine, economist and having spent time in Iraq.
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What about Employment?
What about Employment? by Patrick J Zoro
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Accuracy of Implied Volatility
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...
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HYPERSCALER VIEW WITH
talk with Mr. Murphy John, the Chief Growth Officer at StorX Network.
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Financial Planning 101
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...
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Hedgineer,Hedge Funds and AI
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.
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Volatility Arbitrage
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...
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Realized Volatility Modeling: FX
I speak with https://www.linkedin.com/in/tanyaradzwa-leigh-masunga/ on her latest projects sponsored by Hedge Fund Mgr
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Falling Knives with Prince Owusu-Ansah (MFE)
Falling Knives with Prince Owusu-Ansah (MFE) by Patrick J Zoro
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Hedge Fund Manager and AI
Hedge Fund Manager and AI by Patrick J Zoro
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Blockchain Talk with Rehoboth Research
https://www.linkedin.com/company/rehoboth-research/ https://www.linkedin.com/in/besa-masaiti/
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The Crypto Landscape
The Crypto Landscape by Patrick J Zoro
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Options Primer
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...
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Portfolio Talks with Alexis Investment Partners
Portfolio Talks with Alexis Investment Partners by Patrick J Zoro
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Gamma Capture Intraday Volatility
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…
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CRYPTOSAZZ
Crypto SAZZ is an independent publication launched in April 2025 by Gurraj Sangha https://www.cryptosazz.com/about/
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International Student Networking for Quant Jobs in the U.S
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...
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Orchid (The A.I. Asset Management Firm)
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…
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Stock Market Turmoil Analysis
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/
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The Trump Tariffs (part 2)
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...
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The Impending Tariffs on China-Mexico-Canada
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.
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Accounting and AI
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...
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Corporate Material Event Sequences with LLMs
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/...
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What about DeepSeek R1 ?
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...
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Bayesian Neural Networks
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/...
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Gamma Capture
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...
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The Vix of August with Garrett DiSimone, PhD
Professor Zoro speaks with Garrettt DeSimone about Options. Various aspects of the Option environment are discussed including OptionMetrics, The Vix on August 5th, 2024, Blogs by Garrett Garret is Head of Quant Research at OptionMetrics www.linkedin.com/in/garrett-desim…e-ph-d-4ab7ba68/...
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The Inverted Yield Curve that was
Professor Zoro speaks with Joseph Furlong about the inverted Yield Curve and its implications. They get to talk about the $35 trillion national debt, the stock market and other salient topics. With over three decades of dedicated experience in banking, Joe's expertise lies in loan portfolio...
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Alpha Mining
Patrick Zoro discusses Alpha Mining with Bogdan Ivaniuk, Co-Founder & CEO at AlphaCube. Bogdan is also a Quantitative Researcher and Algorithmic Trader. Both discusses the interesting AlphaCube's approach of alpha mining algorithm, which has the capability to generate up to 40 million strategies...
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“The 2-Hour Job Search“ Interview
Patrick Zoro https://www.linkedin.com/in/patrick-z-08bb5b5a/ in a vivid discussion with book author Steve Dalton https://www.linkedin.com/in/daltonsteve/ Various topics are addressed through the lens of the students seeking a first job to the hiring manager. The conversation explores the…
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Quant Finance and Physics
Professor Zoro speaks with Samuel Black about the interesting relationship between Quant Finance and the world of Physics. Samuel Black is a Master in Financial Engineering, with an undergraduate in Physics. https://www.linkedin.com/in/samuel-v-black/ Patrick Zoro...
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"The January Effect" and Stock Prices
Professor Zoro speaks with Brett Friedman about one of the most popular Wall Street auguries the so-called “January Barometer,” or the belief that the market’s investment performance in January is indicative of the rest of the year. Brett Friedman has managed risk for over 30 years and has broad...
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What about the Master in Financial Engineering?
Professor Zoro speaks with Quant Youtuber Mehul Mehta about the Master in Financial Engineering. Various aspects of the program are discussed including who is best for that program, the curriculum, the jobs Mehul is currently working at Charles Schwab as a Manager in Risk Modeling/Analytics...
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What about the VIX?
Professor Zoro speaks with Brett Friedman about the VIXX and how it has behaved recently. Various aspects of VIX are explored including how it is calculated, its relevancy and its behavior. Brett Friedman has managed risk for over 30 years and has broad experience working with financial...
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Crypto: The Latest Frontier in Research
Professor Zoro speaks with Omid Malekan about Crypto and the need for more peer reviewed academic research. Various aspects of this topic are explored including the need for a "Crypto PE" for example. Omid is a an Adjunct Professor @ Columbia Business School, explainer in chief at...
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Stock Options Perspective with Garrett DeSimone, PhD
Professor Zoro speaks with Garrettt DeSimone about Options. Various aspects of the Option environment are discussed including OptionMetrics, Out of the money put, Fat tales, Long Dated Options, Taleb Nassim, Blogs by Garrett Garret is Head of Quant Research at OptionMetrics...
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Multi-Factor Investing Model with Asim Turk
Professor Zoro speaks with Asim Turk, MFE about the Multi-Factor Investing Model Asim has been working on. In additional to Multi Factor, various aspects of the project are being addressed such as Pandas - data manipulation for stocks and factor returns Scikit-learn - multiple linear regression…
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CHATGPT: Wiki Page with Allan Frank and Kirin Zhang
Professor Zoro speaks with Allan Frank and Kirin Zhang about Kirin's new Wiki Page: what it is? how is it used? what will be its impact? and its relationship with ChatGpt. https://bronze-shield-a82.notion.site/f01f5cf581284adbb0c8fcc1844f810b?v=f8e31c76015b4637a95afc1d4e54871c...
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ChatGPT: Plugins with Allan Frank
Professor Zoro speaks with Allan Frank and Kushal Gowda about Plugins: what it is? how is it used? what will be its impact? and its relationship with ChatGpt. https://www.linkedin.com/in/patrick-z-08bb5b5a Allan Frank brings over 45 years of technology and business leadership. His background...
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ChatGPT: Prompt Engineering with Allan Frank and Kushal Gowda
Professor Zoro speaks with Allan Frank and Kushal Gowda about Prompt Engineering: what it is? how is it use? what will be its impact? and its relationship with ChatGpt. https://www.linkedin.com/in/patrick-z-08bb5b5a Allan Frank brings over 45 years of technology and business leadership. His...
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The collapse of Silicon Valley Bank and the Polycrisis with Frank VanGansbeke
Patrick Zoro speaks with Frank Van Gansbeke about the SVB collapse and the Polycrisis. The discussion brings forth several topics such as Too much money in the system, too much leverage, drive to de-regulate, excess liquidity, the impact of the lack of competition, remnants of the 2008 crisis....
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Multi Factor Investing with Rodrigo Petricioli, MFE
Professor Zoro speaks with Rodrigo Petricioli, MFE (https://www.linkedin.com/in/rodrigo-petricioli) about Multi Factor Investing, Modeling. They discuss how such a model can be valuable when risk goes up (especially during a recession). Rodrigo also explains the strategy and coding used in this...
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Pairs Trading with Charles Dotson, MFE
Professor Zoro speaks with Charles Dotson MFE '22 , Director of Research at Quantify Chaos about his project on pairs trading. They get to discuss some aspects of this project that is gaining traction with prop desks. They also talk about the different ways for students to get quant jobs…
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Data Analytics vs Fintech with Troy Aider, PhD
Professor Patrick Zoro speaks with Professor Troy Adair about the differences between Data Analytics and Fintech. Professor Zoro is a director for the Master in Financial Engineering https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering Professor Aider is a…
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The Geometry of Time with Aria Kartar Kaur Sangha, CFA
Professor Patrick Zoro speaks with Gurraj Singh Sangha, CFA Chief Quantitative Investment Officer about the concept of time within the alternative investment signal realm. The concept of Theory of Relativity, Free Will, Block Theory, the works of Henri Bergson and Martin Armstrong make their way...
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Swing Trading
Patrick Zoro Director of the master's in financial engineering program at Lehigh University has a quant discussion with Rekhit Pachanekar on Swing Trading. Rekhit is a quant researcher at Quantinsti and creating courses in the field of algo trading and machine learning. He is the co-author of the...
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QUANT MOVES
Professor Zoro speaks with Quant Youtuber and Dimitri Bianco, FRM about job prospects for Quants. The changing landscape is discussed, and advice provided to graduates.
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Reinforcement Learning and Interpretability
Patrick Zoro welcomes to his podcasts Hariom Tatsat author of the book "Machine Learning and Data Science Blueprints for Finance: From Building Trading Strategies to Robo-Advisors Using Python 1st Edition", Bryan Yekelchik Lehigh MFE graduate and Zach Coriarty 4th Year, Bachelors of Science in...
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ABOUT THIS SHOW
Created by Professor Patrick Zoro The podcast aims to capture the latest trends in Data analytics, Asset Management, Blockchain, Risk Management.Patrick Zoro is also the program manager of the Master of Financial Engineering program at Lehigh Universityhttps://cbe.lehigh.edu/academics/graduate/master-analytical-finance
HOSTED BY
Patrick J Zoro
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How many episodes does The Quant / Financial Engineering Podcast have?
The Quant / Financial Engineering Podcast currently has 79 episodes available on PodParley. New episodes are automatically indexed when they're published to the podcast feed.
What is The Quant / Financial Engineering Podcast about?
Created by Professor Patrick Zoro The podcast aims to capture the latest trends in Data analytics, Asset Management, Blockchain, Risk Management.Patrick Zoro is also the program manager of the Master of Financial Engineering program at Lehigh...
How often does The Quant / Financial Engineering Podcast release new episodes?
The Quant / Financial Engineering Podcast has 79 episodes. Check the episode list to see recent publication dates and frequency.
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You can listen to The Quant / Financial Engineering Podcast on PodParley by clicking any episode. We provide an embedded audio player for direct listening, and you can also subscribe via your preferred podcast app using the RSS feed.
Who hosts The Quant / Financial Engineering Podcast?
The Quant / Financial Engineering Podcast is created and hosted by Patrick J Zoro.
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