Improving Alpha: Ciamac Moallemi on the Black Box of Systematic Investing, Bitcoin, and Neural Networks
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Is bitcoin a ‘safe-haven’ or still too risky for institutional investors to include as part of a larger portfolio allocation? How is systematic investing changing today with the influence of neural networks and artificial intelligence?
Michael Oliver Weinberg, host of the Improving Alpha: Innovation in Investing ESG, and Technology podcast invites Ciamac Moallemi, William von Mueffling Professor of Business Decision, Risk, and Operations Division, Columbia Business School, to unravel some of the mysteries behind decentralized finance (DeFi) and quantitative investing. Cimac will detail his expertise and how his ‘agnostic’ career interests have led him from early beginnings in science to financial applications in hedge funds, and more.
Ciamac discusses:
- the definition of stochastic control, and how it is applied to blockchains and decentralized finance.
- how neural networks have changed both in technological computing power and the investment costs to run that power today.
- what was the catalyst for writing the paper, “Monopoly without a Monopolist: An Economic Analysis of the Bitcoin Payment System”, and what Cimac believes Bitcoin really is at its core.
- the technology perspective of Ethereum and how that is different from the Bitcoin framework. Will one prevail over the other as we move forward?
- an academic and practitioner background when it comes to systematic investing today. What are the three main pieces of systematic investing, and why it shouldn’t be thought of as a black box.
- And more
Resources:
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The information covered and posted represents the views and opinions of the guest and does not necessarily represent the views or opinions of Vidrio Financial, and/or our host, Michael Oliver Weinberg. The Content has been made available for informational and educational purposes only. The Content is not intended to be a substitute for professional investing advice. Always seek the advice of your financial advisor or other qualified financial service provider with any questions you may have regarding your investment planning.
The release date may not correspond to the recording date.