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

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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…

Topics & Timestamps:

Please note: Exact times will vary depending on current ads.

  • 02:35 – Quant trading and investing: notable trends.
  • 19:42 – Index rebalancing: predicting stocks to be added/removed, prerequisites.
  • 30:08 – China markets: large inflows, stat-arb opportunities.
  • 33:40 – Quant strategies: applications beyond public markets i.e. credit, VC.
  • 39:13 – Modelling: the balance between overfitting and underfitting.
  • 44:02 – Retail trading: rise of DIY quants, how to be ready for investment?
  • 56:08 – DARPA: advisory role, financial warfare.

Rishi Narang: Founding principal of T2AM, author of Inside the Black Box.

Links & Resources: