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Martin Green Podcast On "The Scoop" September 2020
September 2020
This year has been unprecedented in many respects, with the coronavirus pandemic rocking markets and driving volatility in ways many couldn't predict.
Quant trading firms — or firms that base their trading strategies on statistic models — were seemingly left at a disadvantage as firms like Winton and others lacked the data for such unprecedented events.
In this week's episode of The Scoop, Martin Green, co-CIO and CEO of quant trading firm Cambrian Asset Management, broke down what it's like to run these strategies in a time when so many events were statistically unlikely.
A lot of it, said Green, comes down to the manner in which models are built to identify and respond to types of risk.
To access the podcast page click here.