Louis Pellathy is a commodity broker with a background in mathematics and data analytics. He has developed trading and price curve models for several leading Inter Dealer Brokers. He currently trades his own personal account which focuses on S&P 500 0-DTE options.
Gamma Capture Intraday Volatility
https://gammacapture.com/
Avaliable on Platforms
NinjaTrader: https://ninjatrader.com
TradingView: https://www.tradingview.com
Bloomberg Terminal: https://www.bloomberg.com
All content for The Quant / Financial Engineering Podcast is the property of Patrick J Zoro and is served directly from their servers
with no modification, redirects, or rehosting. The podcast is not affiliated with or endorsed by Podjoint in any way.
Louis Pellathy is a commodity broker with a background in mathematics and data analytics. He has developed trading and price curve models for several leading Inter Dealer Brokers. He currently trades his own personal account which focuses on S&P 500 0-DTE options.
Gamma Capture Intraday Volatility
https://gammacapture.com/
Avaliable on Platforms
NinjaTrader: https://ninjatrader.com
TradingView: https://www.tradingview.com
Bloomberg Terminal: https://www.bloomberg.com
Professor zoro’s guests discussed the project they have been working on since 2024: Corporate Material Event Sequences with LLMs3 and associated sentiment scores (Historical and Real-Time with Forecasts).
https://www.linkedin.com/in/patrick-z-08bb5b5a/
https://www.linkedin.com/company/lehigh-master-in-financial-engineering/
Lehigh MFEs shared their experience and views on LLMs and Deepseek with Professor Zoro who manages Lehigh MFE program: https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
Fathmat Bakayoko is a MFE, working on extracting insights from SEC 8-K filings using language models and exploring crypto compliance. www.linkedin.com/in/fathmat-samira-bakayoko-30715024a."
Nicholas Wagner is a MFE co-founded lab automation company Opentrons Labworks and works on blending quantitative finance with Natural Language Processing (NLP) and Large Language Models (LLMs). He sees these emerging technologies as catalysts for data-driven breakthroughs in capital markets.
https://www.linkedin.com/in/nicholas-wagner-b7b743229/
Hariom Tastat is an MFE and Experienced quant and leader with expertise in the areas of quantitative research, financial AI/machine learning and derivative pricing.
Co-author of the book “Machine Learning and Data Science Blueprints for Finance”.
Website: https://htatsat.com/
The Quant / Financial Engineering Podcast
Louis Pellathy is a commodity broker with a background in mathematics and data analytics. He has developed trading and price curve models for several leading Inter Dealer Brokers. He currently trades his own personal account which focuses on S&P 500 0-DTE options.
Gamma Capture Intraday Volatility
https://gammacapture.com/
Avaliable on Platforms
NinjaTrader: https://ninjatrader.com
TradingView: https://www.tradingview.com
Bloomberg Terminal: https://www.bloomberg.com