Podcasts about Quantitative research

At the start of the year, Fidelity Canada launched three new products built on Fidelity's robust quantitative and fundamental research. These new products and many others including Fidelity's Factor ETFs are managed by Fidelity's Quantitative Research and Investments Team, which includes more than 200 dedicated quant developers and technologists. In today's digital age where data is playing an increasingly important role in every facet of life, quantitative investing is expected to grow in the marketplace in the years and decades to come. Joining the show today is Neil Constable, Fidelity Head of Quantitative Research and Investments, to further unpack how the Quantitative Research and Investment Division fits within the broader Fidelity ecosystem and share how these new data-driven solutions may benefit you. Recorded on March 12, 2025. At Fidelity, our mission is to build a better future for Canadian investors and help them stay ahead. We offer investors and institutions a range of innovative and trusted investment portfolios to help them reach their financial and life goals. Fidelity mutual funds and ETFs are available by working with a financial advisor or through an online brokerage account. Visit fidelity.ca/howtobuy for more information. For a fourth year in a row, FidelityConnects by Fidelity Investments Canada was ranked #1 podcast by Canadian financial advisors in the 2024 Environics' Advisor Digital Experience Study.

In this episode, Bill welcomes Andrew Akers, lead quantitative research analyst at PitchBook, to dive deep into private equity and private market replication strategies. Andrew shares his journey from traditional finance to quantitative analysis, discussing the key findings from his seminal paper on private equity replication. The conversation examines the nuances of equity risk premia, operational alpha, and the challenges of building a replicable index for private markets. They also explore the role of machine learning in analyzing patterns within financial data and the growing importance of private markets for high-net-worth investors.

Former Director of Quantitative Research for the Mavericks, Bob Voulgaris destroys Mavericks Governor Patrick Dumont full 806 Fri, 14 Feb 2025 01:25:37 +0000 vpczrSAcWkVcgWuZxvGC4Svspdtbp9EZ nba,dallas mavericks,sports GBag Nation nba,dallas mavericks,sports Former Director of Quantitative Research for the Mavericks, Bob Voulgaris destroys Mavericks Governor Patrick Dumont The G-Bag Nation - Weekdays 10am-3pm 2024 © 2021 Audacy, Inc. Sports False

Get every episode of The Dumb Zone by subscribing at DumbZone.com or Patreon.com/TheDumbZoneFormer Dallas Mavericks Director of Quantitative Research and Development, Haralabos Voulgaris, joins us today to give his thoughts on the Luka trade from someone who worked in the building while Luka was a Mav. And from The Dallas Morning News, Sarah Hepola, joins us to talk about her AI boyfriend and her articles on float tanks and Jake. (00:00) - Open: Dumont boo'd (17:49) - Haralabos Voulgaris: Luka trade was wrong from every angle (01:29:09) - Sarah Hepola: Her article on Jake and her AI boyfriend (02:10:28) - News: NYSE Texas? (02:33:28) - VM birthdays/Today in History ★ Support this podcast on Patreon ★

Fidelity Canada launched three new products on Tuesday January 28. Built on Fidelity's robust quantitative and fundamental research, these new products are managed by Fidelity's Quantitative Research & Investments team. In today's digital age where data is playing an increasingly important role in every facet of life, quantitative investing is expected to grow in the marketplace in the years and decades to come. Today we're joined by Neil Constable, Fidelity Head of Quantitative Research and Investments, to unpack how the Quantitative Research and Investment division fits within the broader Fidelity ecosystem and share how these new data-driven products may benefit clients. At Fidelity, our mission is to build a better future for Canadian investors and help them stay ahead. We offer investors and institutions a range of innovative and trusted investment portfolios to help them reach their financial and life goals. Fidelity mutual funds and ETFs are available by working with a financial advisor or through an online brokerage account. Visit fidelity.ca/howtobuy for more information. For a fourth year in a row, FidelityConnects by Fidelity Investments Canada was ranked #1 podcast by Canadian financial advisors in the 2024 Environics' Advisor Digital Experience Study.

Stephen Grootes speaks to Professor Jan Havenga, Logistics Professor at Stellenbosch University and Director of Gain Group, about the introduction of SA-built locomotives aimed at reducing reliance on Chinese spares for coal transportation. In other interviews, Chetan Ramlall, STANLIB's Head of Quantitative Research, talks about the potential impact of a Trump administration on tech investments, leveraging Chetan's expertise in asset and portfolio management. See omnystudio.com/listener for privacy information.

Stephen Grootes speaks to Chetan Ramlall, STANLIB's Head of Quantitative Research, about the potential impact of a Trump administration on tech investments, leveraging Chetan's expertise in asset and portfolio management.See omnystudio.com/listener for privacy information.

On Wednesday January 22, Fidelity Investments Canada hosted VISION 2025 Toronto, a full-day event connecting Fidelity's portfolio managers and experts with thousands of advisors joining both in-person and virtually across the country. For today's podcast we're bringing you the second session of the day, featuring Neil Constable, Head of Quantitative Research and Investments. Neil speaks with moderator Glen Davidson about his career path, trends and quantitative research and how his large team operates, and introduces new Fidelity Canada products launching on January 28. Advisors can watch full video replays of the event and qualify for CE Credits. Please visit fidelity.ca or reach out to your wholesaler for more information. At Fidelity, our mission is to build a better future for Canadian investors and help them stay ahead. We offer investors and institutions a range of innovative and trusted investment portfolios to help them reach their financial and life goals. Fidelity mutual funds and ETFs are available by working with a financial advisor or through an online brokerage account. Visit fidelity.ca/howtobuy for more information. For a fourth year in a row, FidelityConnects by Fidelity Investments Canada was ranked #1 podcast by Canadian financial advisors in the 2024 Environics' Advisor Digital Experience Study.

"I use the language of supply and demand because this is a market-based system and it's uncomfortable for a lot of people, right? Because you're talking about a supply and demand of human beings." -- Gretchen Sisson Read the transcript here: https://app.swellai.com/t/tp_01JESZ6VPKJMRTMRHX6ZMBHDB7   EPISODE SUMMARY: In this episode of Unraveling Adoption, I had the pleasure of speaking with Gretchen Sisson, the author of the acclaimed book Relinquished: The Politics of Adoption and the Privilege of American Motherhood. Gretchen's work stems from a decade-long qualitative sociological study that delves into the experiences of relinquishing mothers and critiques the American adoption system. We discussed her journey into this research, which began while she was working with pregnant and parenting young people in Boston. Gretchen highlighted the stigmatization of young motherhood and the disconnect between societal narratives and the lived experiences of these women. Her research emphasizes the complexities of adoption, particularly how it intersects with issues of reproductive health and justice. Gretchen shared insights from her book, revealing that the majority of women who are denied access to abortion end up parenting their children, with only a small percentage choosing adoption. This led to a discussion about the implications of the recent Dobbs decision and its potential impact on adoption rates, as well as the troubling commodification of children within the adoption system. Throughout our conversation, we explored the reactions to her book from both the adoption community and the broader public. While many adoptees have resonated with her work, some adoptive parents have expressed defensiveness. We emphasized the importance of listening to adoptees and understanding the systemic issues surrounding adoption. Gretchen also touched on the need for better support systems for both adoptive parents and adoptees, advocating for a more nuanced understanding of family structures and the complexities of parenting. We concluded with a call to action for listeners to engage with the voices of adoptees and to consider the broader implications of adoption in our society. I encourage everyone to check out Gretchen's book, available in various formats, and to connect with her on social media. Thank you for joining us in this important conversation about adoption and its many layers. ===============

Join us as we delve into the world of RA/predoc positions in Economics with valuable insights and expert tips from Laura, a quantitative research assistant at the Department of International Development at the University of Oxford.

Send us a textIn this episode of the QuantSpeak podcast, Dan Tudball is joined by Professor Carol Alexander. They delve into Professor Alexander's extensive experience in both academia and industry, and her fascinating journey in the field of quantitative finance. The conversation also touches on her interest in cryptocurrencies, her ongoing work at the Exponential Science Foundation, and more. Podcasts are for informational purposes only and provided “as is” without any representation or warranty from Fitch Learning of any kind. Comments or statements expressed by speakers may not be those of the Fitch Learning. Fitch Learning is not providing advice or recommendations. Fitch Learning, its directors, officers, or employees do not accept any liability for any loss arising from the use of information.

Israelis are deeply divided on how to move forward in the conflict in Lebanon, according to the recent Israeli Voice Index of the Israel Democracy Institute. Of all those polled, 46.6 percent believe Israel should pursue a diplomatic deal to end the war in the north, while 45.8 percent think the fight against Hezbollah should continue. Conducted at the end of October among a representative sample of 750 respondents, the survey also found a substantial increase in optimism about the future of national security. Dr. Lior Yohanani, Manager of Quantitative Research at the Viterbi Family Center for Public Opinion and Policy Research at the Israel Democracy Institute, spoke about the findings with KAN reporter Naomi Segal.  (Photo: IDF Spokesperson's Unit) See omnystudio.com/listener for privacy information.

Many recognise how behavioural science enhances qualitative research through guiding interviews and questionnaires to uncover unconscious biases and underlying motivators. However, when it comes to quantitative studies, some remain uncertain about its role in interpreting the data. In HRW Shift's latest podcast, ‘Why Behavioral Science & Quantitative Research Are Perfect Partners,' Saket and Jeremy, both Behavioural scientists, join Nicola, Senior Director and Head of Quant Research, to explore how behavioural science can enrich every phase of quantitative research.

While we often like to talk about research findings that shows us statistical significance in data and solid numbers we can lean on for treatment approaches… What about the kind of data that ISN'T objectively measured? The kind that shows us what patients or other clinicians experience think, or believe. I'm talking about qualitative research! Is qualitative research viewed as “less reputable” than quantitative research? What kind of valuable information can we pull from patient experiences, opinions, and views? Beatrice Manduchi PhD, MSc, BSc (SLP) is here to talk all about it in today's episode of the Swallow Your Pride podcast! Beatrice is a speech-language pathologist who went from clinician to researcher and is currently working as a postdoc fellow at MD Anderson Cancer Center. Beatrice specializes in dysphagia, particularly in head and neck cancer. Tune into this episode to take a break from numerical data and explore the world of qualitative research and its impact on dysphagia! Link to show notes: https://syppodcast.com/340 TIMESTAMPS: Qualitative Research Interest (00:03:20) Importance of Qualitative Methods (00:05:17) Qualitative Research vs. Quantitative Research (00:06:07) Impact of Qualitative Research on Dysphagia (00:09:37) Patient Perspectives in Research (00:10:51) Integrating Qualitative Research with Clinical Practice (00:12:14) Conducting Qualitative Research (00:15:02) Data Saturation in Qualitative Research (00:17:22) The Role of Frameworks in Qualitative Research (00:20:18) Passion for Patient-Centered Research (00:22:18) Understanding Bias in Interviews (00:23:16) Nuances of Interview Guides (00:24:18) Proactive vs. Reactive Therapies (00:26:11) Patient Comfort with Therapies (00:29:00) Streamlined Processes in Therapy (00:30:22) Patient Education Importance (00:32:52) Setting Diet Goals (00:33:56) Shared Decision-Making Challenges (00:38:01) Surprising Findings from the Study (00:39:17) Next Steps in Research (00:41:22) The post 340 – The Power of Qualitative Research in Speech and Language Pathology – Beatrice Manduchi PhD, MSc, BSc (SLP) appeared first on Swallow Your Pride Podcast.

Subscribe to Our Conscious Commerce Newsletter:Stay updated with the latest insights and tips by subscribing to our newsletter here.S9 EP51: Kathy (Guzmán) Galloway is the founder and CEO of The Clarity Wizard, a consultancy specializing in brand positioning. With over 20 years of experience in marketing, Kathy has worked with Fortune 500 companies and DTC brands, helping them refine their brand strategies and connect with consumers.Kathy is a firm believer in knowing your “Brand Fundamentals”— Positioning, Purpose, Mission, Values, and Identity — inside and out. Her Clarity Catalyst Workshop teaches brands how to get completely clear on what these are, and how to put them to use in the marketplace. She is a Master Teacher for SKU, the CPG Accelerator, and has shared her expertise to start up founders with 7-Eleven's Brands with Heart program and REI + Founded Outdoors' BIPOC accelerator. Guest's Links: Website: The Clarity WizardLinkedIn: Kathy (Guzmán) GallowayConnect with 2X eCommerce:Website: 2X eCommerce WebsiteInstagram: 2X eCommerce InstagramTwitter: 2X eCommerce TwitterYouTube: 2X eCommerce YouTubeGet a Copy of Kunle's BookElevate your e-commerce game with Kunle Campbell's book, "E-Commerce Growth Strategy: A Brand-Driven Approach to Attract Shoppers, Build Community and Retain Customers." Discover practical strategies and insights to boost your e-commerce growth.Amazon: Buy on AmazonWalmart: Buy on WalmartKogan Page: Buy on Kogan PageBarnes & Noble: Buy on Barnes & NobleWHSmith: Buy on WHSmithCreators & Guests Kunle Campbell - Host Kathy Galloway - Guest

In today's episode, Paul Batz & Kevin Sensenig discuss an exciting milestone in the Accountability Research Project that has been reached. After completing nearly 200 qualitative interviews in 30+ organizations, the qualitative survey launched on August 19. This shift allows the research team to move from capturing personal stories to measuring these insights on a broader scale.

How do you balance rigorous research with open-mindedness in investing? How do you communicate effectively with clients during volatile times?This week, Ryan Detrick, Chief Market Strategist at Carson Group & Sonu Varghese, VP, Global Macro Strategist at Carson Group, chat with Cliff Asness, Managing and Founding Principal at AQR Capital Management, for an insightful discussion on market strategies and the nuances of value investing. Cliff shares his thoughts on the current state of value investing, explores the concept of 'value spread,' and even dips into some fun side topics.They discuss: The current state of value investing and why it has seen challenging periodsInsights into how AQR navigates market anomaliesThe importance of communication and transparency with clientsFun personal insights into Cliff's interests outside of finance, from hot sauce to superhero moviesAnd more!Resources:Any questions about the show? Send it to us! We'd love to hear from you! factsvsfeelings@carsongroup.com Connect with Cliff Asness: LinkedIn: Cliff AsnessX: Cliff AsnessWebsite: AQR Capital ManagementConnect with Ryan Detrick: LinkedIn: Ryan DetrickX: Ryan DetrickConnect with Sonu Varghese: LinkedIn: Sonu VargheseX: Sonu VargheseAbout Our Guest: Cliff Asness is a Founder, Managing Principal, and Chief Investment Officer at AQR Capital Management. He is an active researcher and has authored articles on a variety of financial topics for many publications, including The Journal of Portfolio Management, Financial Analysts Journal, The Journal of Finance, and The Journal of Financial Economics. He has received five Bernstein Fabozzi/Jacobs Levy Awards from The Journal of Portfolio Management in 2002, 2004, 2005, 2014, and 2015. Financial Analysts Journal has twice awarded him the Graham and Dodd Award for the year's best paper, as well as a Graham and Dodd Excellence Award, the award for the best perspectives piece, and the Graham and Dodd Readers' Choice Award. He has won the second prize of the Fama/DFA Prize for Capital Markets and Asset Pricing in the 2020 Journal of Financial Economics. In 2006, the CFA Institute presented Cliff with the James R. Vertin Award, which is periodically given to individuals who have produced a body of research notable for its relevance and enduring value to investment professionals. Prior to co-founding AQR Capital Management, he was a Managing Director and Director of Quantitative Research for the Asset Management Division of Goldman Sachs & Co. He is on the editorial board of The Journal of Portfolio Management, the governing board of the Courant Institute of Mathematical Finance at NYU, the board of directors of the Q-Group, the board of the International Rescue Committee and the board of trustees of The National WWII Museum. Cliff received a B.S. in economics from the Wharton School and a B.S. in engineering from the Moore School of Electrical Engineering at the University of Pennsylvania, graduating summa cum laude in both. He received an M.B.A. with high honors and a Ph.D. in finance from the University of Chicago, where he was Eugene Fama's student and teaching assistant for two years.

Earning a Ph.D. in financial economics is no small feat. And not only did Garrett DeSimone do just that, but he would unknowingly embark on his future career in the process of doing so. His dissertation from the University of Delaware involved the study of event risk premia in single stocks ahead of earnings. And to perform the analysis he engaged with OptionMetrics, a firm specializing in implied volatility data. Now the Head of Quantitative Research there, Garrett leads the firm's efforts to deliver carefully constructed data sets to its client base, while generating original empirical studies of option pricing and trading strategies. Our discussion considers some of his work, starting with his dissertation and the finding that the earnings event risk premium for single stocks makes straddles punitive to own. We liken this to a more recent phenomenon at the index level – the inflated one-day S&P 500 implied vol levels that have occurred in days before 3 macro events – the CPI, the Nonfarm payrolls report and FOMC meetings. We talk as well about one day options and the risk of a blowup. At least at this point, Garret sees flows that are reasonably mixed, with no obvious risk of instability resulting from positioning. Lastly, we discuss recent work he's done on implied dividends using a novel approach. Relative to years earlier, he finds that there is currently very little risk premium implied in dividends. That is, the market is charging almost nothing for bearing the risk that dividends wind up disappointing on the downside. It's interesting work and a good example of the rich information that can be extracted from derivatives markets. I hope you enjoy this episode of the Alpha Exchange, my conversation with Garrett DeSimone.

In this episode of Market Minutes, Sucheta Anchaliya talks about all the important factors to watch today developments: Poonawala Fincorp, ICICI Securities delisting, NSE selling digital tech unit to global market setup. Also catch Neeraj Chadawar, Head - Fundamental and Quantitative Research, Axis Securities in the Voice of the Day segment. Market Minutes is a morning podcast that puts the spotlight on hot stocks, keys data points and developing trends

Video version available here Are markets efficient, and if not, can causal models help us leverage the inefficiencies?Do we really need to understand what we're modeling?What's the role of symmetry in modeling financial markets?What are the main challenges in applying causal models in finance?Ready to dive in? About The GuestAlexander Denev is the CEO of Turnleaf Analytics. He's an author of multiple books on financial modeling and a former Head of AI (Financial Services) at Deloitte. He lectures at the University of Oxford and has worked for organizations like IHS Markit, The Royal Bank of Scotland (RBS), and the European Investment Bank. He has over 20 years of experience in finance, data science, and modeling. His first book about causal models was published well ahead of its time.Connect with Alexander:- Alexander on LinkedIn- Alexander's web pageAbout The HostAleksander (Alex) Molak is an independent machine learning researcher, educator, entrepreneur and a best-selling author in the area of causality.Connect with Alex:- Alex on the InternetFull list of links can be found here.#machinelearning #causalai #causalinference #causality #finance #CauslBanditsPodcastClimate ConfidentWith a new episode every Wed morning, the Climate Confident podcast is weekly podcast...Listen on: Apple Podcasts SpotifySupport the showCausal Bandits PodcastCausal AI || Causal Machine Learning || Causal Inference & DiscoveryWeb: https://causalbanditspodcast.comConnect on LinkedIn: https://www.linkedin.com/in/aleksandermolak/Join Causal Python Weekly: https://causalpython.io The Causal Book: https://amzn.to/3QhsRz4

In this episode of the QuantSpeak podcast, Dan Tudball is joined by Aaron Brown. They discuss the parallels between finance and poker, the decision-making skills shared by high-stakes finance professionals and poker players, and how an understanding of probability and risk is essential in both fields. Brown also shares his career journey, the evolution of both industries, and the significance of community and knowledge-sharing for success.

In this episode of Getting to Aha!, Darshan Mehta is joined by Vashte Johnson, the Founder of Slidedesignr. Join them as they discuss the importance of customer insights, Vashte's insights accelerator model for creating powerful deliverables, as well as the importance of storytelling, clarity, and emotional engagement in visualizations.

In this episode we discussed the 8-step method of theory building proposed by Robin Dubin in his classic 1969 book Theory Building.   Shownotes Dubin, R. (1969). Theory building. Free Press. http://catalog.hathitrust.org/api/volumes/oclc/160506.html Lynham, S. A. (2002). Quantitative Research and Theory Building: Dubin's Method. Advances in Developing Human Resources, 4(3), 242–276. https://doi.org/10.1177/15222302004003003 Elms, A. C. (1975). The crisis of confidence in social psychology. American Psychologist, 30(10), 967. Meehl, P. E. (1978). Theoretical Risks and Tabular Asterisks: Sir Karl, Sir Ronald, and the Slow Progress of Soft Psychology. Journal of Consulting and Clinical Psychology, 46(4), 806–834. https://doi.org/10.1037/0022-006X.46.4.806 Swedberg, R. (2014). The art of social theory. Princeton University Press. Ben Wright: https://en.wikipedia.org/wiki/Benjamin_Drake_Wright Yarkoni, T., & Westfall, J. (2017). Choosing Prediction Over Explanation in Psychology: Lessons From Machine Learning. Perspectives on Psychological Science, 12(6), 1100–1122. https://doi.org/10.1177/1745691617693393 Isaac, M. G., Koch, S., & Nefdt, R. (2022). Conceptual engineering: A road map to practice. Philosophy Compass, 17(10), e12879. https://doi.org/10.1111/phc3.12879  

Ben previously led the Marketing Sciences Group at KS&R, a nationally recognized strategic consultancy and marketing research firm. Through quantitative research, Ben and his team help to empower businesses to make better decisions with confidence. With his extensive knowledge of advanced analytical methods and wide-ranging industry experience, he has become a trusted partner for clients looking to solve complex business problems. Outside of work, Ben enjoys quality time with his children in the kitchen, gardening, and playing volleyball when the weather in upstate New York permits. Questions and topics we covered include: An explanation of marketing science How does market research affect a business's growth in the long term? Why is it important? Why message testing and optimization are vital to gaining insights How to convince your boss to invest in Message Testing How does a team get started with message testing? At what size of an organization should a team consider message testing? The ideal frequency and cadence of message testing experiments Who owns market research and message testing in the marketing team? What are market simulators, how are they useful, and at what size of a company should they be used? The basics of conjoint analysis in market research. And more! You can connect with Ben through LinkedIn - https://www.linkedin.com/in/bcortese/  And you can also connect with me through LinkedIn - https://www.linkedin.com/in/kennysoto/ Past guests of The People of Digital Marketing include April Dunford, Amanda Goetz, Melissa Rosenthal, Bill Macaitis, Miruna Dragomir, Andrew Capland, Erik Newton, Andy Crestodina, Sarah Bedrick, Michael Wieder, Dan McGaw, Kathleen Booth, Foti Panagiotakopoulos, Tommy Walker, Lea Pica, Maya Grossman, Sara Pion, Margaret Kelsey, and more. Music for this podcast comes from www.davidcuttermusic.com

Why are European value stocks attractive? In this episode, Adam Torres and Brian Chingono, Partner & Director of Quantitative Research at Verdad Advisers. Explore investing in European value stocks. Follow Adam on Instagram at https://www.instagram.com/askadamtorres/ for up to date information on book releases and tour schedule.Apply to be a guest on our podcast:https://missionmatters.lpages.co/podcastguest/Visit our website:https://missionmatters.com/Support the showMore FREE content from Mission Matters here: https://linktr.ee/missionmattersmedia

Why are European value stocks attractive? In this episode, Adam Torres and Brian Chingono, Partner & Director of Quantitative Research at Verdad Advisers. Explore investing in European value stocks. Follow Adam on Instagram at https://www.instagram.com/askadamtorres/ for up to date information on book releases and tour schedule.Apply to be a guest on our podcast:https://missionmatters.lpages.co/podcastguest/Visit our website:https://missionmatters.com/More FREE content from Mission Matters here: https://linktr.ee/missionmattersmedia

In this episode of the QuantSpeak podcast, Dan Tudball is joined by CQF Program Founder, Dr. Paul Wilmott, for a 2023 round-up. Delve into the latest AI advancements, quantum computing thoughts, and Dr. Wilmott's new mission to make quant finance accessible to teens. Plus, discover which quant Dr. Wilmott would pick as a desert island companion. 

Join us to hear Dr Mohamed Benhima, an assistant professor in the English Department of Mohammed V University in Rabat, Morocco, as he describes quantitative research methodology and statistical data analysis in language education. He explains how quantitative data can be collected and how Artificial Intelligence (AI) can help with data analysis. Listen to hear more! #research #languageeducation #researchmethodology #taskbasedlearning #onlinelearning #eslwriting #education #strategicplanning #teaching #learning #teachingtips #tesol #esl #elt #tesolteaching #education #teachertraining #edtech #digitaltools #CPD #ContinuingProfessionalDevelopment --- Send in a voice message: https://podcasters.spotify.com/pod/show/ttelt/message Support this podcast: https://podcasters.spotify.com/pod/show/ttelt/support

Investing is a complex and uncertain activity that requires careful analysis, discipline, and patience. There are many factors that can influence the performance of different investment strategies, such as market conditions and investor preferences.Today, we speak with a leading figure in the field.In this special edition of the Facts Vs. Feelings podcast, recorded live at the Excell conference in Nashville, Ryan Detrick & Sonu Varghese speak with Cliff Asness, Managing and Founding Principal at AQR Capital Management.Together, they chat about investment management, the importance of understanding uncertainty in the market, and the need to learn from past mistakes. They also touch on topics such as market bubbles, momentum strategies, and the parallels between decision-making in sports and investing.They discuss: The challenge of quantifying investment strategies and determining if they align with clients' expectationsA critical mistake made during the launch of his firm, AQRA definition of a bubble and examples of past bubbles in the marketCliff's journey from considering law school to becoming a quantitative finance researcher, highlighting pivotal momentsThe challenges and misconceptions surrounding momentum investingCliff's research on the optimal time to pull a hockey goalie and how it relates to investment strategiesThe parallels between sports and investingAnd more!Connect with Cliff Asness: LinkedIn: Cliff AsnessX: Cliff AsnessWebsite: AQR Capital ManagementConnect with Ryan Detrick: LinkedIn: Ryan DetrickConnect with Sonu Varghese: LinkedIn: Sonu VargheseAbout our guest: Cliff Asness is a Founder, Managing Principal, and Chief Investment Officer at AQR Capital Management. He is an active researcher and has authored articles on a variety of financial topics for many publications, including The Journal of Portfolio Management, Financial Analysts Journal, The Journal of Finance, and The Journal of Financial Economics. He has received five Bernstein Fabozzi/Jacobs Levy Awards from The Journal of Portfolio Management in 2002, 2004, 2005, 2014, and 2015. Financial Analysts Journal has twice awarded him the Graham and Dodd Award for the year's best paper, as well as a Graham and Dodd Excellence Award, the award for the best perspectives piece, and the Graham and Dodd Readers' Choice Award. He has won the second prize of the Fama/DFA Prize for Capital Markets and Asset Pricing in the 2020 Journal of Financial Economics. In 2006, the CFA Institute presented Cliff with the James R. Vertin Award, which is periodically given to individuals who have produced a body of research notable for its relevance and enduring value to investment professionals. Prior to co-founding AQR Capital Management, he was a Managing Director and Director of Quantitative Research for the Asset Management Division of Goldman Sachs & Co. He is on the editorial board of The Journal of Portfolio Management, the governing board of the Courant Institute of Mathematical Finance at NYU, the board of directors of the Q-Group, the board of the International Rescue Committee and the board of trustees of The National WWII Museum. Cliff received a B.S. in economics from the Wharton School and a B.S. in engineering from the Moore School of Electrical Engineering at the University of Pennsylvania, graduating summa cum laude in

John Davi, Founder, CEO, & CIO of Astoria Advisors with approximately $1.4 billion in AUM shared timeless lessons with the audience. Website: AstoriaAdvisors.com    John is an award-winning research strategist and has over 20 years of experience spanning across Macro ETF Strategy, Quantitative Research, and Portfolio Construction. Before starting Astoria, he was the head of Morgan Stanley's Institutional ETF Content and advised many of the world's largest hedge funds and asset managers on ETF portfolio construction. John published hundreds of reports in his research career across a variety of topics from ETFs, indices, futures, and structured products. Learn more on: Website: ⁠AstoriaAdvisors.com⁠  --- Support this podcast: https://podcasters.spotify.com/pod/show/smartmoneycircle/support

Cybersecurity has become increasingly important in recent years, with cyber-related crime on the rise. This had made cybersecurity, risk evaluation, and mitigation increasingly important, particularly for companies wanting to reduce their vulnerabilities to cyber risks and refine their insurance offerings. Meng Sun, a PhD Candidate at Simon Fraser University and Senior data scientist investigating risk management in life and general insurance, has created a qualitative and quantitative analyses to consider time series, type of institution, and geographic dependency, particularly in relation to US markets. Ms Sun aims to share her findings of cyber risk to provide risk mitigation insights to different kinds of organisations. Find out more about Ms Sun's research via her researcher profile, Google Scholar, and LinkedIn. Read the original research: https://www.mdpi.com/2227-9091/10/12/224  

Academic Medicine's editors–Colin West, MD, PhD, Yoon Soo Park, PhD, Jonathan Amiel, MD​, and Gustavo Patino, MD, PhD–join host Toni Gallo to share practical guidance for designing and reporting quantitative research. They share tips for success and flaws to avoid around designing your study, using descriptive and inferential statistics, and analyzing and presenting your data. While the advice in this episode comes from the editors of Academic Medicine, much of it also applies to designing and reporting quantitative research for other journals and publications.  A transcript of this episode and additional resources are available at academicmedicineblog.org.

Explore the world of subscription models and their potential pitfalls. From losing profits from your best customers switching to the subscription model to ensuring that customers are not abusing the service, we discuss how experimentation and testing is needed to find the ideal customer and mitigate these risks. We also look at how retention strategies, market research, and ease of cancellations play a key role in the success of subscription-based businesses. Featuring expert advice on how to match customer goals with added value offerings, set expectations, and price effectively, this episode offers invaluable insights for all business owners. We also take a deep dive into Netflix's customer-centric approach and how their focus on retention is crucial to their success. Tune in to learn how to avoid common pitfalls and create meaningful recurring revenue.Timestamps[00:03:24] The Customer Centricity of Netflix[00:06:31] "The Importance of Easy Subscription Cancellations"[00:12:15] "LinkedIn: Connecting Across Generations and Industries"[00:20:50] "Keeping it simple: Avoiding subscription pitfalls"[00:25:27] "Unlocking the Benefits of Subscriptions - Coffee, Wine, Seltzer"[00:29:26] Maximizing Retention Rates for Subscription Services[00:37:00] "Expert Tips for Testing Subscription Models"[00:40:09] "Small Businesses' Advantage: Knowing Customers for Success"Show Linksrobbiekellmanbaxter.comlinkedin/robbiekellmanbaxterBook: The Forever TransactionBook: The Membership EconomySponsorsFree 30-day trial of Zipify OCU - To get an unadvertised gift, email help@zipify.com and ask for the "Tech Nasty Bonus".Venntov, makers of SEO Manager, Order Lookup, and ClockedInRetention.com: Reclaim 5-10x Abandonment RevenueLoop Returns: Ecommerce Returns Management for ShopifyNever miss an episodeSubscribe wherever you get your podcastsJoin Kurt's newsletterHelp the showAsk a question in The Unofficial Shopify Podcast Facebook GroupLeave a reviewSubscribe wherever you get your podcastsWhat's Kurt up to?See our recent work at EthercycleSubscribe to our YouTube ChannelApply to work with Kurt to grow your store.

In this Greatest Hits episode of Getting to Aha!, Stephen Griffiths, Director of Consumer Insights at Level2 and Co-founder at Insights Career Network, joins Darshan Mehta. They talk about why companies need customer insight research, the essence of working with cross-functional teams to iterate and measure, and how qualitative and quantitative research gives insights to make informed decisions.

With 3 decades in markets, Jon Golub's career is split evenly between the buyside and sell-side. Reflecting on his early days in the industry, Jon notes the especially benign environment that characterized the 90's, a period of post-Cold War geopolitical stability, with the trauma of 70's inflation sufficiently in the rear view even as the tail wind of lower interest rates was still a positive force in markets. While analyzing time series of economic and financial data is a critical part of his team's process, Jon is careful not to draw broad conclusions because in market cycles, “this time is actually different” probably applies more often than not. He points to the less debt heavy capital structure of key segments of the S&P 500 today versus decades ago as a ready example of the unique attributes of different time periods.Our conversation shifts to Jon's work as Chief US Equity Strategist and Head of Quantitative Research at Credit Suisse and his assessment of present day risks and opportunities. Here he makes the interesting point that the US economy is less sensitive to higher rates than it has been historically. But for stocks, the short rate does matter, especially in the context of what he expects to be a more challenging earnings outlook. He sees the impact of Fed policy at least partially blunted by a labor market that is even tighter than the headline unemployment rate suggests. Next, we talk about inflation and the various ways in which it impacts both corporates and the consumer. For the latter, inflation matters, but the healthy jobs market matters more, especially when set against the backstop of savings. For companies, margin compression, dwindling profit growth and a middling economy lead to what Jon characterizes as “stagflation light”. This less than rosy outlook is in the context of valuations that appear reasonably fair, especially when set against long term corporate bond yields.I hope you enjoy this episode of the Alpha Exchange, my conversation with Jon Golub.

Prayag Narula is the founder and CEO of Marvin, a tool for qualitative researchers. Prayag will also be a speaker at the Advancing Research Conference where he'll share the stage with Rida Qadri, a research scientist at Google. Humans have been doing quantitative research for thousands of years – well, for as long as math has been around. Qualitative research, on the other hand, is fairly new to human history, emerging only in the 20th Century. And qualitative research has taken a backseat to what Prayag calls “the tyranny of math,” the prevailing attitude that if research is not math-based, it's not valid. But that doesn't diminish the importance of qualitative data. Decisions at all levels are made based on qualitative data every day. Here are some characteristics of qualitative research: • Qualitative research is scientific and has been used in the social sciences for scientific discovery for six decades. • Qualitative data is highly variable and semi-structured, so creating software for it has enormous challenges. • Taking notes and asking questions are inherent parts of qualitative research, and tools that can search and synthesize such data can dramatically enhance productivity and outcomes. It's time for qualitative research to be given its due. Enter Marvin. Software not only gives validity and legitimacy to qualitative research, it makes it more useful. Marvin uses AI to add context to the conversation and to help with analysis. The tool is free for individuals and teams of two researchers. Prayag is excited about the use of open AI and ChatGBT. He's not worried about these tools replacing researchers, but they do give researchers another data point, that is, what AI can glean from the data. AI can help us find patterns that we didn't see before or might give an interpretation of the data or ask a question that hadn't been previously considered. With tools like Marvin, it's an exciting time to be in research. What you'll learn from this episode • How software brings legitimacy to processes and data • About Marvin, a tool that “automates the tedious parts of qualitative research” • How AI can augment research • What to expect from Prayag's upcoming talk with Rida Qadri at Advancing Research – “HCI 2.0: Humanity Deserves the Attention that UX Research has to Offer” – which will include implementing technologies in a socially responsible way Quick Reference Guide [00:00] Introduction of Prayag [01:07] Upcoming talk at Advancing Research March 27-29, 2023 [01:29] Prayag gives a history of his entrepreneurial experience [05:15] Prayag explains why he felt driven to provide a centralized place for data [08:53] Does having software to support qualitative research contribute to its perceived legitimacy? [11:00] On the nature of qualitative research being highly variable and semi-structured and what that means when it comes to writing software [16:12] Break: Rosenfeld Media Communities [18:16] Prayag describes the Marvin tool, available for free for individual researchers and teams of two [0:19:52] The role of AI in research software [0:25:04] On AI's ability to synthesize data across various sectors of an organization [0:29:08] More details Prayag's upcoming talk with Rida Qadri at Advancing Research in March [0:32:33] Prayag's gift to the audience Resources and links from today's episode: • HeyMarvin.com • Advancing Research 2023: https://rosenfeldmedia.com/advancing-research-2023/ • A Tale of Two Cultures: Qualitative and Quantitative Research in Social Sciences by Gary Goertz and James Mahoney: https://www.amazon.com/Tale-Two-Cultures-Qualitative-Quantitative/dp/0691149712 • Session details for “HCI 2.0: Humanity Deserves the Attention that UX Research has to Offer”:https://rosenfeldmedia.com/advancing-research-2023/sessions/hci-2-0-humanity-deserves-the-attention-that-ux-research-has-to-offer/

With the latest U.S. employment report showing unexpected resilience in the labor market, what happens now for the Fed and the policy tightening cycle?----- Transcript -----Welcome to Thoughts on the Market. I'm Vishy Tirupattur, Morgan Stanley's Head of Fixed Income Research and Director of Quantitative Research. Along with my colleagues, bringing you a variety of perspectives, today I will discuss the market implications from the latest U.S. employment report. It's Thursday, February 9th at noon in New York. When it comes to economic data releases, there are surprises and there are shockers. Last Friday's U.S. employment report was clearly in the latter category. Ahead of the release, the market consensus estimate was for 185,000 new jobs based on Bloomberg's survey of 77 economists. And yet the Bureau of Labor Statistics reported 517,000 new jobs added during the month, which is about eight and half standard deviations from the average expectation of the Bloomberg survey participants. By any measure, that's huge. The report showed strength across the board. Of course, there were some temporary drivers, like technical adjustments to seasonality factors, mild weather in January, and a resolution of certain strikes that contributed to this large scale boost to the January employment data. These things are unlikely to persist. Still, the U.S. labor market remains far more resilient than previously expected, with really no clear signs of stopping on the Monday following the January data release, Fed Chair Powell struck a more hawkish tone as he emphasized there is a significant road ahead before policymakers would be assured that inflation is returning to the 2% target. So what happens now? Even if the January employment report is not indicative of a change of trajectory in the U.S. labor market, it will likely take a few more months for the true underlying trends to emerge. Respecting the strength of the current labor market conditions, our U.S. economists believe that more evidence of labor market slowing is needed for the Fed to consider an end of the tightening cycle. Therefore, they now expect the Fed to deliver a 25 basis point hike, both in March and in May, that brings the peak policy rate to range of 5% to 5.25%, which would be in line with the FOMCs December projections. Given the change in the expectation for the Fed policy path, our strategists across multiple markets have revised many of our market goals. I would like to flag three key tactical changes. First, we turn neutral on U.S. Treasuries versus our previous overweight recommendation. Considering how big of an outlier the job number was, we think hard data is too strong for the Fed to look past it. With this realization, we think investors no longer assume that the interest rates have peaked. The market debate will likely turn into the interest rate sensitivity of the economy, and if the neutral rate should be higher than previously thought. Until we have greater clarity on these issues, we think being neutral is a better call on treasuries. Second, in the foreign exchange market, we turn neutral on the U.S. dollar, versus our previous call for a weakening dollar. The strong U.S. labor market data will likely cause investors to question whether the U.S. economy is slowing relative to the rest of the world. As a result, investors are likely to be a little more bullish in their U.S. dollar positioning. Third, in the agency mortgage market, we turned to underweight from neutral. The January employment report increases the uncertainty of the rate paths, which means higher interest rate volatility going forward, that's not great for agency MBS. Relative to other fixed income securities, we don't think investors are being compensated sufficiently for this higher interest rate uncertainty. Thanks for listening. If you enjoyed the show, please leave us a review on Apple Podcasts and share Thoughts on the Market with a friend or colleague today.

Jonathan Golub, Credit Suisse Chief US Equity Strategist & Head of Quantitative Research, thinks growth snaps back this year. Andrew Hollenhorst, Citibank Global Markets Chief US Economist, fears the Fed has not yet done enough. Kelsey Berro, JPMorgan Investment Management Fixed Income Portfolio Manager, thinks "higher for longer" could be the Fed's new "transitory." Anwiti Bahuguna, Columbia Threadneedle Head of Multi-Asset Strategy & Senior Portfolio Manager, explains why she is nervous about credit. See omnystudio.com/listener for privacy information.

Cliff Asness is the Founder, Managing Principal and Chief Investment Officer at AQR Capital Management. Prior to co-founding AQR Capital Management, he was a Managing Director and Director of Quantitative Research for the Asset Management Division of Goldman, Sachs & Co. Cliff joins the show to discuss FTX, AMC , why hedge funds aren't hedging, the role of index funds and a whole lot more. Important Links: Cliff's Twitter Cliff's Blog AQR Capital Management Do Hedge Funds Hedge? Show Notes: Cliff's take on FTX and crypto The AMC saga HODL and the MOASS Finding the right media format for substantive investment conversations Thoughts on the value spread “We don't want a world where markets are perfect” Hedge funds aren't hedging The role of index funds Never override a model “Study statistics and stick to your principles” Books Mentioned: What Works on Wall Street: A Guide to the Best-Performing Investment Strategies of All Time; by Jim O'Shaughnessy

In 2022 it seemed like there was nowhere to hide from the negative returns in traditional investing. But if we look to quantitative strategies, we may find more flexibility for the year ahead.----- Transcript -----Vishy Tirupattur Welcome to Thoughts on the Market. I am Vishy Tirupattur, Morgan Stanley's head of fixed income research and director of Quantitative Research.Stephan Kessler And I'm Stephan Kessler, Morgan Stanley's global head of Quantitative Investment Strategies Research.Vishy Tirupattur And on this special episode of the podcast, we will discuss the return of quantitative investing. It's Wednesday, January 11th, at 10 a.m. in New York.Stephan Kessler And 3 p.m. in London.Vishy Tirupattur Stephan, 2022 was a pretty dismal year for traditional investment strategies across various asset classes. You know, equities, credit, government bonds—all of them had negative total returns for the year. And in fact, for traditional investment strategies, there really was nowhere to hide. That said, 2022 turned out to be a pretty decent year for systematic investing or factor investing or quantitative investing strategies. So can you start us off by giving us an overview of what systematic factor strategies are and how they performed in 2022 versus traditional investment strategies?Stephan Kessler Absolutely. So, if you look at quant strategies, or systematic strategies, key is 'systematic.' So we look at repetitive, persistent patterns in the markets which can be beneficial for investors. Usually they're data driven. So we look at data which can be price data, fundamental data like economic growth data and the like, which then gives us signals for our investment. Those strategies tend to have low long-term exposures to traditional markets such as equities and fixed income. So they work as diversifiers and the rationale for why they work comes from academic theory, by and large, where we look at risk premia, we look at structural or behavioral patterns that are well known in the academic world. So common strategies that investors apply can be carry investing, for example. So we benefit here from interest rate differentials where we borrow, for example, money in low yielding regions or currencies, and then we invest in high yielding currencies, clipping the difference in the interest rate between these regions. Value investing is another important style that investors implement, where they simply identify undervalued investments, undervalued assets by looking at price to book ratios, by looking at dividend yields, for example, to identify what appears to be cheap. Momentum investing is probably the third most important strategy here, which is where we benefit from the price trends in markets which we know to be persistent. So those are the, I think, the important styles—carry, value and momentum—but there are also more complex strategies where we model and identify very minute details in markets. We go really deep into the functionality of markets. Then the final point I would make is that these strategies tend to be long-short so they are not long biased as traditional investing is, but they can go really both directions in terms of their positioning.Vishy Tirupattur Investors often ask how quant strategies, that are typically predicated on historical data patterns, can handle volatile market environments with very few historical precedents. 2022 was anything but normal. Don't such market aberrations break quant strategies?Stephan Kessler That's a really good question. If you look at it from the higher level, it does seem like this was a unique market that actually should be challenging for systematic strategies which look at historical patterns. When you dig a little bit deeper, it becomes actually more nuanced. So the strong outperformance of quant in '22, we think is driven by the different catalysts that we saw in the markets. So for example, the tightening by central banks led to substantial and durable macro trends that can be captured by trend following. We saw a reemergence of interest rates across the globe through this monetary policy, which sparked the revival of carry investing. And then equity value investing reemerged as higher rates forced investors to focus more on fundamental valuations, and that led to an increase in efficiency of the value factor.Vishy Tirupattur Will any of the performance patterns that you saw in 2022 carry over into 2023? Or do you think the investment landscape for quant investors would be very different in this year?Stephan Kessler 2023 we think we'll look, of course, different from the past year. So, we'll move into an environment of low inflation where terminal rates are going to be reached by many central banks. And then equities will start the year in Q1 likely down to then end the year rather flat according to our equity strategists. Now, from a quant perspective, while this is different in terms of the actual dynamics, what remains is that we are likely to see market swings, which tend to favor short- to mid-term trend following strategies. The differences in central bank policies are also likely to remain so there's going to be a dispersion in rates and this dispersion in rates will help, in our expectation, carry strategies. It makes carry strategies attractive. Indeed, if you think about being exposed to, say, for example, carry in fixed income, where we go long bonds with high yields, we go short bonds with low yields and clip the difference, those bonds with particularly high interest rates are likely to also benefit from a normalization of rates. So, you could actually see an additional benefit where being invested in high yielding bonds will be then doubly positive because you earn the carry, but you also benefit from a normalization of rates and the increase in prices of those bonds. And finally, when we look at, you know, value investing, we think that is also likely to remain important because higher rates simply force investors to be focused on the valuations, to be focused on the financing of business activities, to be focused on healthy companies. And so we think that the market dynamics, while different, will continue to favor quant investing.Vishy Tirupattur So Stephan, you talked about a wide range of investment strategies within the quant world. Which of those strategies, what kinds of strategies do you think will drive outperformance in 2023?Stephan Kessler Yeah, I think it's specific forms of what I've mentioned is generally strategies which will do well. So, you know, if we start again with trend following, the market should be positive for it. There are though iterations of trend falling where we bias. And we think these types of biases—we have a long-bias or as we call it defensively-biased trend following strategies—those will be particularly positively performing because they will benefit from the higher rates that we see. We also think that some of the pricing out of inflation and then eventually in terms of the lower rates that we see, that should be beneficial for rates value strategies, where rates converge to longer term levels. And then something we haven't talked much about yet; volatility carry we feel is particularly interesting. Volatility carry means we are selling options in the markets. We sell a call option, a put option in the market, we earn the premium and then we hedge the beta that is embedded. So, we essentially try to earn the option premium without taking directional market risk, which works quite well in terms of harvesting a carry in calm market environments. But it tends to be causing negative returns, when you see spikes in volatility, when you see jumps in markets. We think that this is going to be an interesting investment opportunity, first on the Treasury side and then, once equity markets through this more difficult slowdown that we see at the moment, we also think volatility should get lower and that should benefit generally volatility carry in equities. So, selling equity options into the market. So those would be the particularly strong strategies. And then, as I already mentioned, there's this crossing of equity value and quality is a theme that we believe is particularly well-suited for the environment.Vishy Tirupattur If you're thinking about the outlook for 2023 for quant investors, what are the real risks? What can go wrong?Stephan Kessler So I think there's, of course, a range of things that can go wrong in such a dynamic and fluid market environment as we are at the moment. So one is that rates could continue to increase more than we expect at the moment, possibly driven by inflation being more resilient. That would not be good for rates carry strategies which tend to underperform in such environments because they are long. And so as those assets build up further, as the rates go up, the price of those assets would be hit. And on the back of that, the carry strategies would suffer. We also think that against all odds, growth is very resilient. There's a growth rally. That would, of course, hurt value type strategies, maybe through higher efficiency or resilience of tech stocks, for example. And then finally, if markets become to gap-y, i.e., if they don't trend but they really jump around through this market environment, that that might actually be negative for trend following strategies.Vishy Tirupattur Looks like 2023 will be a fascinating year ahead for quant investing strategies. So, Stephan, thanks for taking the time to talk to us.Stephan Kessler Great speaking with you, Vishy.Vishy Tirupattur And thanks for listening. If you enjoy Thoughts on the Market, please leave us a review on Apple Podcasts and share the podcast with a friend or colleague today.

Jonathan Golub, Credit Suisse Chief US Equity Strategist and Head of Quantitative Research, says the markets backdrop is looking much more positive. Mark Cabana, Bank of America Global Head of US Short Rates Strategy, thinks fixed income will have increased value for investors over the next year or two. Henrietta Treyz, Veda Partners Director of Economic Policy Research, says President Biden may announce his re-election run in January. Veronica Clark, Citi Global Markets Economist, says we need to see a loosening in the labor market before expecting inflation to significantly come down. See omnystudio.com/listener for privacy information.

Only a few weeks left of the semester to go, so it's fitting time to wrap up Season 3!In Reflections on Junior Year, I share a part of my Statement of Goals that I have been working on over the last several weeks as a part of my PhD application. Taking a PhD level course has been great, but the work I'm having to do to get in is HARD! One of the things I'm trying to better articulate is my WHY. It was so easy as an entrepreneur, but trying to get that elevator pitch version of “why a PhD in Education” has been a work in progress.Thank you to all of my guests this past season! You all received a personalized thank you in this reflection! Thank you to my students - every single one of you I've taught since I was a TA for the freshman business class at Drexel! And of course, I am so grateful to every single person who has taken the time to listen to this podcast. Since I'll be taking Quantitative Research next year, here are a few stats on the podcast:1,606 total downloads as of November 18, 2022 at 4:12 pm while I'm on a train to BWI - VACATION!!Industry Shifts with Brandon Thrash, my very first episode, continues to be the most downloaded at 99, followed by Reflections on Sophomore Year with yours truly at 83!PhD applications are due December 1st, and I'm supposed to hear back in March. I will be teaching again this coming Spring, but instead of Leadership, I'll be teaching Organizational Processes. And Team Processes is going back to 100% in person! So next semester will be yet another rollercoaster, but you know me, I'm along for the ride!Follow @beyondthevenuepodcast on IG for updates!

Michelle Clayman is the Founder, Managing Partner and Chief Investment Officer of New Amsterdam Partners LLC, an institutional money management firm based in New York City. She is a member of the Board of Trustees of Stanford University where she also serves as Chair of the Advisory Council of the Michelle R. Clayman Institute for Gender Research. She is a member of the Vice Chancellor's Circle at Oxford University and a Johnson Honorary Fellow of St. Anne's College, Oxford. She sits on the Dean's Council at Harvard Divinity School. She is Board Chair of the Girl Scout Council of Greater New York. Michelle has served as President of the Society of Quantitative Analysts, as well as on the boards of the Institute of Quantitative Research in Finance and US SIF – the Forum for Sustainable and Responsible Investing. She has been published in the Financial Analysts Journal, the Finance Professionals' Post and the Journal of Investing and is a co-editor of Corporate Finance: A Practical Approach (Wiley 2008). She was also a co-editor of the 2016 UNPRI publication: A practical guide to ESG integration for equity investing. She has chaired the Equity Curriculum Committee of the CFA Institute. Ms. Clayman has a degree in Philosophy, Politics and Economics from Oxford University in England (BA, MA (Oxon)) and received her MBA from Stanford University in California. Don't forget to check out my book that inspired this podcast series, The Caring Economy: How to Win With Corporate Social Responsibility (CSR). Want to listen to more? Find it all on TikTok and YouTube. --- Support this podcast: https://anchor.fm/toby-usnik/support

In this episode Drew interviewed Jonathan Golub, Head of US Equity Strategy and Quantitative Research at Credit Suisse and Tim Pierotti, Chief Investment Strategist at WealthVest. They discuss the earnings season, inflation, the long-term equity outlook, the job performance of the Fed and what impact if any the midterm will have on the stock market.WealthVest – based in Bozeman, MT, and San Francisco, CA – is a financial services marketing and distribution firm specializing in fixed and fixed index annuities from many high-quality insurance companies. WealthVest provides the tools, resources, practice management support, and products that financial professionals need to provide their clients a predictable retirement that has their best interest in mind.Hosts: Drew Dokken, Tim PierottiAlbum Artwork: Sam YarboroughShow Editing and Production: Tavin DavisDisclosure: The information covered and posted represents the views and opinions of the hosts and does not necessarily represent the views or opinions of WealthVest. The mere appearance of Content on the Site does not constitute an endorsement by WealthVest. The Content has been made available for informational and educational purposes only. WealthVest does not make any representation or warranties with respect to the accuracy, applicability, fitness, or completeness of the Content.WealthVest does not warrant the performance, effectiveness or applicability of any sites listed or linked to in any Content. The content is not intended to be a substitute for professional investing advice. Always seek the advice of your financial advisor or other qualified financial service provider with any questions you may have regarding your investment planning. Investment and investing involves risk, including possible loss of principal. Hosted on Acast. See acast.com/privacy for more information.

This week, we spoke with Greg Hurter, a Public Health major who has done research over the past few years regarding vaccine hesitancy and vaccination rates. We talk about the difference between social science and biological science research and how each poses its own challenges. We also have a discussion on vaccine hesitancy.

Listen now (51 min) | Join us for happy hour in your sweatpants! In this episode, we break down qualitative research, quantitative research and the relationship between the two. A trippy topic, and Era and Ajay are here to provide their non-filtered perspective. Something new: donations! We're accepting donations now so we can continue to do the pod with minimal ads. If you'd like to start a $1, $5 or $10 monthly donation,

Allison Feaster - VP of Player Development & Organizational Growth, Boston Celtics  Haralabos Voulgaris - Former Director of Quantitative Research and Development, Dallas Mavericks  Katherine Evans - VP of Research and Information Systems, Monumental Sports & Entertainment  Kirk Goldsberry - NBA Analyst, ESPN Kevin Arnovitz (moderator) - NBA Writer, ESPN.com  The NBA analytics revolution has happened: big men are shooting more three-pointers, mid-range shots have declined, and small ball lineups have seen their heyday. Now, the pace of change is slower; in fact, the number of made three-pointers and number of free-throws per game has actually declined this year. How is analytics movement evolving and why? This panel brings together high-profile figures in the basketball analytics community to discuss what further insights can be derived from the ever-increasing amounts of data available to teams.

In this episode, Anthony is joined by Nina Jankowicz bestselling author and internationally-recognized expert on disinformation and democratization. Together they discuss Nina's brand-new book, How to Be a Woman Online: Surviving Abuse and Harassment, and How to Fight Back, which provides concise steps women can take to protect themselves in online spaces. Nina then moves on to share her assessment of the current situation in Russia, and their use of social media.  Next, Christopher Blattman, economist and professor of Global Conflict Studies at the University of Chicago talks with Anthony about his book Why We Fight: The Roots of War and the Paths to Peace, which lays out a framework to explain the root causes and remedies for war, showing that violence is not the norm and how the escalation can be interrupted. Christopher applies these factors to the recent war in Ukraine, the polarization in the United States, the Medellín cartel and more. Finally, Alexander Lipton, author and a global head of Quantitative Research & Development at the Abu Dhabi Investment Authority, joins Anthony to discuss what initially sparked his interest in Blockchain. They unpack Alexander's new textbook with co-author Adrien Treccani, Blockchain and Distributed Ledgers: Mathematics, Technology and Economics, discussing all things distributed ledger technology (DLT), and its potential impact on society at large.Follow our guests on Twitter: https://twitter.com/wiczipedia https://twitter.com/cblatts Subscribe on YouTube: //bit.ly/3ICdZXx Follow us:https://twitter.com/moochfm  https://twitter.com/scaramucci  Sign up for our newsletter at:www.mooch.fm Created & produced by Podcast Partners:www.podcastpartners.com