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

https://www.linkedin.com/in/garrett-desimone-ph-d-4ab7ba68/

https://www.reuters.com/business/media-telecom/bearish-traders-swarm-amc-options-stock-conversion-plan-faces-doubts-2023-07-28/

OptionMetrics

https://optionmetrics.com

https://www.businesswire.com/news/home/20230621930348/en/OptionMetrics-Makes-US-Dividend-Forecast-Data-Available-to-Academic-Researchers

https://www.barchart.com/story/news/19307336/oil-stocks-amidst-current-macroeconomic-risks

Patrick Zoro

https://www.linkedin.com/in/patrick-z-08bb5b5a/

Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering

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 for stock returns and factor returns

Pulp - linear programming Library for Optimization

Tableu - visualization of the result

Asim Turk is a Master in Financial Engineering

https://www.linkedin.com/in/asim-turk-b3975517a/

Patrick Zoro

https://www.linkedin.com/in/patrick-z-08bb5b5a/

Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering

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

https://www.linkedin.com/in/patrick-z-08bb5b5a

Allan Frank brings over 45 years of technology and business leadership. His background includes CTO for Capgemini, CTO for the City of Philadelphia, Chief Digital Officer & Co-founder of The Hackett Group. He currently sponsors these ChatGpt talks via his "sand box" initiative.

https://www.linkedin.com/in/allanfrank

Kirin Zhang is a Master in Financial Engineering

https://www.linkedin.com/in/kirin-zhang/

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 includes CTO for Capgemini, CTO for the City of Philadelphia, Chief Digital Officer & Co-founder of The Hackett Group. He currently sponsors these ChatGpt talks via his "sand box" initiative.

https://www.linkedin.com/in/allanfrank

Sam Manderbraout is a Master in Financial Engineering

https://www.linkedin.com/in/samuelmandelbraut/

Kirin Zhang is a Master in Financial Engineering

https://www.linkedin.com/in/kirin-zhang/

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 background includes CTO for Capgemini, CTO for the City of Philadelphia, Chief Digital Officer & Co-founder of The Hackett Group. He currently sponsors these ChatGpt talks via his "sand box" initiative.

https://www.linkedin.com/in/allanfrank

Kushal Gowd is a Quantitative Researcher, MFE Grad student at Lehigh University and CFA level 3 candidate. He completed EPAT from Quant insti and is Passionate in financial market , AI and coding

https://www.linkedin.com/in/kushalgowdagv

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. Frank is executive scholar in Residence at Middlebury (Collegehttps://www.middlebury.edu/college/people/frank-van-gansbeke), Patrick Zoro is Assistant Teaching Professor at Lehigh University (https://business.lehigh.edu/directory/patrick-j-zoro), he is also the director of the Master in Financial Engineering program (https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering)

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 project.

Professor Zoro manages Lehigh MFE program https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering

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 (Charles' innovative concept of "who you know", "what you know" and "What can you do" is explored).

https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering

https://www.linkedin.com/in/charles-dotson-6a21b1165

https://www.linkedin.com/in/patrick-z-08bb5b5a

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 vocal advocate for the use of technology to enhance business processes, and is the author of numerous textbooks leveraging technology in the business decision-making processes https://business.lehigh.edu/directory/troy-adair-jr

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 into the conversation.

Patrick Zoro Manages the Master In Financial Engineering program at Lehigh University https://www.linkedin.com/company/lehigh-master-in-financial-engineering