Ciamac is Professor of Business in the Decision, Risk, and Operations Division of the Graduate School of Business at Columbia University, where he has been since 2007. He also develops quantitative trading strategies at Bourbaki LLC, a quantitative investment advisor. A high school dropout, he received degrees at MIT, Cambridge, and Stanford. In this podcast, we discuss:
Types of quant investing – prediction vs risk premia.
Why machine learning is impacting finance more slowly than other domains (like vision and text).
The pros and cons of using linear regressions.
The advantages of machine learning in non-linear and complex markets.
How to think about alternative and big data.
Portfolio construction and combining signals.
The importance of incorporating costs.
Understanding time horizons of different markets.
The trend to winner-takes-all with quant investors.
Make sure to subscribe to the show on Apple, Spotify, YouTube, or wherever you go for your podcasts. You can follow us on Twitter and LinkedIn.
(The commentary contained in the above article does not constitute an offer or a solicitation, or a recommendation to implement or liquidate an investment or to carry out any other transaction. It should not be used as a basis for any investment decision or other decision. Any investment decision should be based on appropriate professional advice specific to your needs.)
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