The Quantopian Podcast
1) Quant Radio: Seemingly Virtuous Complexity in Return Prediction
Can machine learning really predict stock market returns with just 12 months of data? This episode explores a bold claim made by a prominent academic paper using Random Fourier Features (RFF) to forec...Show More
2) Quant Radio: The Magic of Drawdowns
When markets fall apart and sentiment is at its worst, could that actually be the best time to invest?In this episode, we explore the surprising opportunities that emerge during deep market drawdowns....Show More
3) Quant Radio: Political Uncertainty and Commodity Markets
What does a national election in Japan have to do with the cost of your gasâor your smartphone? More than you might think. In this episode, we explore groundbreaking research from the Charles A. Dice ...Show More
4) Quant Radio: Generative AI in Financial Economics
Is AI the steam engine of the 21st century? In this thought-provoking episode, we explore how generative AI is fundamentally transforming financial economics. From forecasting stock returns and decodi...Show More
5) Quant Radio: Short-Term Correlated Stress Reversal Trading
In this episode, we dive into a powerful yet under-the-radar trading strategy designed for today's fast-moving markets: correlated stress reversal trading. When market panic hits and multiple risky as...Show More
6) Quant Radio: Machine Learning and the Probability of Bouncing Back
In this episode, we crack open the world of quantitative trading and explore a cutting-edge strategy that uses machine learningâspecifically XGBoostâto predict market mean reversion. Inspired by the i...Show More
7) Quant Radio: Transforming Empirical Asset Pricing
Why do some investments outperform others? For decades, models like CAPM and Fama-French ruled asset pricingâbut now, weâre at a tipping point. In this deep dive, we explore the revolutionary shift un...Show More
8) Quant Radio: Is the Best Dividend Strategy to Avoid Them?
Dividend investing has long been seen as a reliable path to wealth, but what if thereâs a smarter approach for taxable investors?In this episode, we explore compelling research that questions the valu...Show More
9) Quant Radio: M&A Outlook for 2025
Despite record levels of dry powder and eager investors, the long-anticipated M&A resurgence has yet to materialize. In this episode, we dive deep into why dealmaking is still stuck in neutral. From m...Show More
10) Quant Radio: Modeling Jump Risk in Crypto Markets
Crypto markets donât move smoothly â they jump. In this episode, we explore the cutting-edge research modeling these sudden price shifts using jump diffusion frameworks and copula-based tail risk metr...Show More