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The Blushing Quants is a candid look at the intersection of quantitative finance and machine learning. We discuss the hard truths of building ML-based investment systems. What works, what fails, and why. We leave the LLMs to the chatbots and focus on the heavy hitters of quantitative finance: Neural Networks, Time Series Analysis, and Statistical Learning.
*DISCLAIMER*
The information shared on this podcast is for educational and informational purposes only and reflects the personal opinions of the hosts and guests at the time of recording. Nothing in this podcast constitutes financial, investment, legal, tax, or trading advice, and nothing should be interpreted as a recommendation to buy, sell, or hold any security, cryptocurrency, derivative, or financial product.
Trading and investing involve substantial risk, including the possible loss of all or part of your capital. You are solely responsible for your own decisions, and you should consult a qualified professional before making financial decisions. By listening to this podcast, you agree that the hosts, guests, and producers are not liable for any losses or damages arising from the use of any information discussed.
| Episode | Date |
|---|---|
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Antonio Berenguer: How Options Market Makers Price Volatility and Manage Risk | Blushing Quants #38
|
Aug 24, 2026 |
|
Gilad Bar-Ilan: Turning Crowd Sentiment into Trading Signals with AI | Blushing Quants #37
|
Aug 24, 2026 |
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Paul MacGregor: Building Electronic Markets and Commodity Exchanges | Blushing Quants #36
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Aug 24, 2026 |
|
Roger McIntosh: Institutional Portfolios, Factor Models and Alpha Decay | Blushing Quants #35
|
Aug 24, 2026 |
|
Nam Nguyen: Sell-Side vs Buy-Side Quants, Monte Carlo and AI | Blushing Quants #34
|
Aug 24, 2026 |
|
Antonio Marrazzo: How to Build Robust Factors with Data and Machine Learning | Blushing Quants #33
|
Jul 22, 2026 |
|
Vincent Randazzo: Market Breadth, Risk and Systematic Portfolio Management | Blushing Quants #32
|
Jul 14, 2026 |
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Jerome Busca: Inside Citadel, Alpha Decay and the Future of Quant | Blushing Quants #31
|
Jul 14, 2026 |
|
Paul Chalmers: Trading Education Done Right - AI, Risk & Real Market Education | Blushing Quants #30
|
Jun 08, 2026 |
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Jonathan Davies: The Theory That Challenges Every Trader and Investor | Blushing Quants #29
|
Jun 01, 2026 |
|
Eren Biri: How Volatility Traders Think and What Defines AI-Native Hedge Fund | Blushing Quants #28
|
May 25, 2026 |
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Nikolai Nowaczyk: Credit Risk and Quant Infrastructure | Blushing Quants #27
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May 18, 2026 |
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Ufuk Tasdan: Physics, Crypto, and Energy Market Complexity | Blushing Quants #26
|
May 14, 2026 |
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Oded Shimoni: Low-Correlation Strategies, Research, and ETF Innovation | Blushing Quants #25
|
May 07, 2026 |
|
Ben Charoenwong: Academia, Hedge Funds, AI, and Applied Finance | Blushing Quants #24
|
May 04, 2026 |
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Garret Brennan: Deterministic AI for Institutional Quant Workflows | Blushing Quants #23
|
Apr 27, 2026 |
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Roman Isachenko: Alpha Decay, Derivatives, and the Reality of Quant | Blushing Quants #22
|
Apr 14, 2026 |
|
Zach Marx: Where Retail Sentiment Meets Systematic Equities | Blushing Quants #21
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Apr 09, 2026 |
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Mark Aron Szulyovszky: Crypto, Alpha Factors, and Market Neutrality | Blushing Quants #20
|
Apr 06, 2026 |
|
Manuel Ritsch: AI, Asset Management, and the Business of Funds | Blushing Quants #19
|
Apr 02, 2026 |
|
Francisco Prack: Tape Reading, RL, and Sequential Decision-Making | Blushing Quants #18
|
Mar 30, 2026 |
|
Denis Lukyanov: Quant Research, GenAI Agents, and Trading Systems | Blushing Quants #17
|
Mar 27, 2026 |
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Toby Morris: Trading Desk Operations, Market Execution, and Sales Trading | Blushing Quants #16
|
Mar 23, 2026 |
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Mattia Spreafico: AI Is Rewriting Quant Workflows | Blushing Quants #15
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Mar 23, 2026 |
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Robert Tratt: 25 Years in Markets - From Prop Trader to Sharpe 4 Systems | Blushing Quants #14
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Mar 19, 2026 |
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Haris Chalvatzis: From Fast Quant Research to Alpha, Execution, and Portfolio | Blushing Quants #13
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Mar 16, 2026 |
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Israel Bergenstein: Systematic Strategy Design to Deployable Trading Models | Blushing Quants #12
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Mar 12, 2026 |
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Carl Wells: The Quant System That Spots “Quality” Before Markets Do | Blushing Quants #11
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Mar 09, 2026 |
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Paul Bilokon: Backtesting, RL, and Robust Quant Research | Blushing Quants #10
|
Mar 02, 2026 |
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Raffaele Ghigliazza: Backtesting, LLMs, and Explainable Deployment | Blushing Quants #9
|
Feb 25, 2026 |
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Orlando Gemes: Market Efficiency, Dirty Data, and Pricing Beyond Black Scholes | Blushing Quants #8
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Feb 22, 2026 |
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Matthias Bouquet: Systematic Macro and Volatility Trading Explained | Blushing Quants #7
|
Feb 18, 2026 |
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Meir Barak: The Truth About Learning the Financial Markets | Blushing Quants #6 [HEBREW]
|
Feb 15, 2026 |
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Marco Santanché: Quantitative Research in Practice - From KPIs to Live Trading | Blushing Quants #5
|
Jan 26, 2026 |
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Jared Broad: QuantConnect CEO and the Open-Source Quant Trading Stack | Blushing Quants #4
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Jan 23, 2026 |
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Oren Tapiero: How Machine Learning Works in Live Trading | Blushing Quants #3
|
Jan 20, 2026 |
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Oz Pirvandy: The "S&P 500 Algorithm" Most Traders Don’t Understand | Blushing Quants #2
|
Jan 07, 2026 |
|
Ryan Ling: Inside the Market Maker Playbook | Blushing Quants #1
|
Dec 29, 2025 |