Audio Length: 01:19:05

Options trading is not suitable for all investors. View the document titled Characteristics and Risks of Standardized Options before trading options.

Dr Thomas Starke is a Physics PhD who once designed microchips, worked as an engineer for Rolls Royce and lectured at University of Oxford, before applying his know-how of modelling to financial markets…

As a trader, Thomas has contracted to various funds and up until recently, he was a Quantitative Developer at a well-regarded Sydney prop trading firm.

Thomas was great to chat with—not only did we talk about things related to quant trading, strategy development and robustness, but also his infatuation with disruptive technologies; artificial intelligence and quantum computing.

Topics of discussion:

• The upside of factor modelling, an example of a single factor, how to determine whether a factor has any merit, using alternative data to solve problems.
• Thomas describes a framework for strategy development, testing correlations between test and train data sets, various methods for checking robustness.
• The rise of artificial intelligence and quantum computing; what does this mean for the average trader—should we care or simply continue business as usual?