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Podcast: Resolve Riffs Investment Podcast
Episode: Lars Kestner: The Intrepid Quant (EP.29)
Description: Today we interview Lars Kestner, a Managing Director at a European investment bank. Over his 20+ year career on Wall Street, he has led teams that have managed derivative risk across a vast range of market environments. He is the author of Quantitative Trading Strategies, a cutting edge text on systematic trading. Lars designed and employed his first systematic trading system to trade 30yr bond futures before entering college. We discuss two papers that Lars released on his website, satquant.com, in the last few weeks. His paper âPreferred Portfoliosâ describes a novel framework for assembling strategies with wildly...