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The Strategies & Risks In Quant Trading | Mike Harris
Manage episode 435045721 series 3300108
This interview with Mike Harris explores the strategies and challenges of the Quest Hedge Fund, from CTA trend-following and AI trading models to the overcrowded quant equity space. We also dive into statistical arbitrage, multi-strat funds, the macro outlook, and the advantages & risks of using AI.
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Follow Mike Harris on Twitter https://x.com/mikeharris410?lang=en
Follow Jack Farley on Twitter https://twitter.com/JackFarley96
Follow Forward Guidance on Twitter https://twitter.com/ForwardGuidance
Follow Blockworks on Twitter https://twitter.com/Blockworks_
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Timestamps:
(00:00) Introduction
(00:20) Mike Harris Background As a Quant
(03:07) Quest Hedge Fund
(04:30) CTA Trend Following Strategy
(11:50) Trend Following Examples
(16:47) Permissionless Ad
(17:44) Interview Continues
(19:33) Quant Equity Trading Getting Crowded
(22:52) Statistical Arbitrage
(27:17) Risks to Statistical Arbitrage
(32:11) Multi-Strat Hedge Funds
(33:32) Lack of New Fund Launches
(39:04) Sharpe Ratio In Strategies
(41:34) Private Market Investing
(48:29) Volatility Strategies
(54:17) Macro And Stock Market Outlook
(01:02:26) Risks To Quest
(01:06:02) Risks To Training Models With AI
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Disclaimer: Nothing discussed on Forward Guidance should be considered as investment advice. Please always do your own research & speak to a financial advisor before thinking about, thinking about putting your money into these crazy markets
432 odcinków
Manage episode 435045721 series 3300108
This interview with Mike Harris explores the strategies and challenges of the Quest Hedge Fund, from CTA trend-following and AI trading models to the overcrowded quant equity space. We also dive into statistical arbitrage, multi-strat funds, the macro outlook, and the advantages & risks of using AI.
--
Follow Mike Harris on Twitter https://x.com/mikeharris410?lang=en
Follow Jack Farley on Twitter https://twitter.com/JackFarley96
Follow Forward Guidance on Twitter https://twitter.com/ForwardGuidance
Follow Blockworks on Twitter https://twitter.com/Blockworks_
__
Timestamps:
(00:00) Introduction
(00:20) Mike Harris Background As a Quant
(03:07) Quest Hedge Fund
(04:30) CTA Trend Following Strategy
(11:50) Trend Following Examples
(16:47) Permissionless Ad
(17:44) Interview Continues
(19:33) Quant Equity Trading Getting Crowded
(22:52) Statistical Arbitrage
(27:17) Risks to Statistical Arbitrage
(32:11) Multi-Strat Hedge Funds
(33:32) Lack of New Fund Launches
(39:04) Sharpe Ratio In Strategies
(41:34) Private Market Investing
(48:29) Volatility Strategies
(54:17) Macro And Stock Market Outlook
(01:02:26) Risks To Quest
(01:06:02) Risks To Training Models With AI
__
Disclaimer: Nothing discussed on Forward Guidance should be considered as investment advice. Please always do your own research & speak to a financial advisor before thinking about, thinking about putting your money into these crazy markets
432 odcinków
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