Sign up to save your podcasts
Or
Share Quantitate machine learning in hedge funds, why you should be a ML 'hipster', interview prep for quant jobs, David Kelly - the data scientist show#044
Share to email
Share to Facebook
Share to X
Share to email
Share to Facebook
Share to X
Or
Quantitate machine learning in hedge funds, why you should be a ML 'hipster', interview prep for quant jobs, David Kelly - the data scientist show#044
David Kelly is a senior member of research staff at the Voleon Group, a quantitative hedge fund solving large-scale financial prediction problems with statistical machine learning. Previously, he was an assistant professor at New York University. He has a phD in math from the University of Warwick. Today, we’ll talk about quantitative machine learning in hedge fund and his career journey.
(00:00) Intro
(00:01:03) how he got into machine learning
(00:04:01) his day-to-day as a quant
(00:07:17) time-series model in hedge fund
(00:10:35) data versioning in finance
(00:17:32) back testing in finance
(00:34:02) traps and mistakes of quant ML
(00:37:58) how to have an edge in quant ML
(00:49:31) where does he find inspiration in algorithms
(00:56:48) from junior data scientist to tech lead 01:09:25 interview preparation for quant jobs
(01:15:55) common mistakes in people's early career
(01:20:51) how he sees his career grow
(01:22:36) the future of quantitative ML
View all episodes
By Daliana Liu
4.7
7575 ratings
David Kelly is a senior member of research staff at the Voleon Group, a quantitative hedge fund solving large-scale financial prediction problems with statistical machine learning. Previously, he was an assistant professor at New York University. He has a phD in math from the University of Warwick. Today, we’ll talk about quantitative machine learning in hedge fund and his career journey.
(00:00) Intro
(00:01:03) how he got into machine learning
(00:04:01) his day-to-day as a quant
(00:07:17) time-series model in hedge fund
(00:10:35) data versioning in finance
(00:17:32) back testing in finance
(00:34:02) traps and mistakes of quant ML
(00:37:58) how to have an edge in quant ML
(00:49:31) where does he find inspiration in algorithms
(00:56:48) from junior data scientist to tech lead 01:09:25 interview preparation for quant jobs
(01:15:55) common mistakes in people's early career
(01:20:51) how he sees his career grow
(01:22:36) the future of quantitative ML
More shows like Daliana's Game
View all
Bloomberg Intelligence
402 Listeners
a16z Podcast
1,034 Listeners
Data Skeptic
480 Listeners
Super Data Science: ML & AI Podcast with Jon Krohn
298 Listeners
DataFramed
267 Listeners
What's Next｜科技早知道
176 Listeners
硅谷101
184 Listeners
Last Week in AI
287 Listeners
All-In with Chamath, Jason, Sacks & Friedberg
9,189 Listeners
Big Technology Podcast
443 Listeners
No Priors: Artificial Intelligence | Technology | Startups
121 Listeners
This Day in AI Podcast
201 Listeners
VK科技閱讀時間
10 Listeners
BG2Pod with Brad Gerstner and Bill Gurley
461 Listeners
Training Data
43 Listeners