Evolving Trends: How Quants Are Earning Alpha · Rishi Narang

EP 207: Evolving Trends—How Quants Are Earning Alpha w/ Rishi Narang Rishi Narang’s the founding principal of T2AM, a fund-of-funds investment manager with a sole focus of allocating to quantitative strategies. He’s also the author of Inside the Black Box,…

Evolving Trends: How Quants Are Earning Alpha · Rishi Narang

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EP 207: Evolving Trends—How Quants Are Earning Alpha w/ Rishi Narang

Rishi Narang’s the founding principal of T2AM, a fund-of-funds investment manager with a sole focus of allocating to quantitative strategies. He’s also the author of Inside the Black Box, an advisor to DARPA’s Financial Markets Vulnerabilities Project, and previously appeared on Chat With Traders in 2016.

Given Rishi’s close contact with many quantitative traders—and being well-versed in the space after 20+ years of earning alpha—I figured it’d be interesting to catch up and discuss evolving trends…

00:00 – Intro
02:35 – Evolving Trends in Quant Trading
19:25 – Index Rebalancing
30:08 – China Equity Markets
33:39 – Quant Strategies Beyond Public Markets
39:11 – Modelling: Overfitting & Underfitting
44:02 – Rise of Retail Quants
56:03 – DARPA Advisory Role
59:40 – Outro

Show Notes:
https://chatwithtraders.com/207

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