Quantitative strategies, transparency of the black box and underpinnings of team culture | Edward Tricker
In episode 66, Alex Proimos speaks with Edward Tricker, chief investment officer, quantitative strategies, at Graham Capital Management. This episode covers the underpinnings of a successful research process within a quantitive investment business. It looks at the desired culture that makes up a quantitative team, the innovation of ideas within a highly competitive environment that ensures academic robustness and positive returns. It also covers some of the fallacies around machine learning and its challenge with transparency, and finally, we discuss the rise in volatility in markets, the changing ecology of market structure and the role of diversification and convexity in portfolios.