The Derivative

Modeling Markets and Accessing AI with Robert Rotella and Jag Prakasam


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When you hear news about artificial intelligence (AI), it might be easy to assume it has nothing to do with you. But if you use face recognition on your phone? Check. Google auto-fills your search bar? Check. And increasingly – the asset manager you may have managing your money is using some combination of machine learning and AI. Today’s guests were early adopters of that tech and applying it to trading algorithms. Jagdeesh Prakasam, Chief Executive Officer and Robert Rotella, Founder & Chairman of Rotella Capital Management have been in the game for a combined 50+ years. Today we’ll be getting into all the mechanics behind AI and Machine Learning as well as Robert’s beginning at Commodities Corp, mass customizing machine learning, how a lot can go right and a lot can go wrong in AI evolution, weak learners, early machine learning models, human bias in machine models, machine learning natural limits, systematic trend following, the balance of math and art in AI, Rotella’s models, and trying to stay on the leading edge of technology.


Chapters:

00:00-02:39 = Intro

02:39-32:28 = Two Chemical Engineers Walk into the Trading World

32:29-48:16 = Rotella as a Whole

48:17-01:08:20 = Digging into the Models & Flight to Safety

01:08:21-01:18:10 = Q-Deck

01:18:11-01:35:15 = Machine Learning & A.I.

01:35:16-01:39:48 = Favorites


Check out the COVID 19 charts mentioned in the podcast and follow along with Rotella Capital Management here.

And last but not least, don't forget to subscribe to The Derivative, and follow us on Twitter, or LinkedIn, and Facebook, and sign-up for our blog digest.

Disclaimer: This podcast is provided for informational purposes only and should not be relied upon as legal, business, or tax advice. All opinions expressed by podcast participants are solely their own opinions and do not necessarily reflect the opinions of RCM Alternatives, their affiliates, or companies featured. Due to industry regulations, participants on this podcast are instructed not to make specific trade recommendations, nor reference past or potential profits. And listeners are reminded that managed futures, commodity trading, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. For more information, visit www.rcmalternatives.com/disclaimer

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The DerivativeBy RCM Alternatives

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