The Quant / Financial Engineering Podcast

Hosted by Patrick J Zoro

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Aug 2026

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About the show

Created by Professor Patrick Zoro The podcast aims to capture the latest trends in Data analytics, Asset Management, Blockchain, Risk Management. Patrick Zoro is also the program manager of the Master of Financial Engineering program at Lehigh University https://cbe.lehigh.edu/academics/graduate/master-analytical-finance

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60 recent

September 2, 202622 min

Options (II)

Options (II) by Patrick J Zoro

August 15, 202622 min

The Oil, The Strait and The Fed

It was my privilege to speak to Frank R. Gunter, a man of experience, wit and perspective on the Middle East based on his experience as a Marine, economist and having spent time in Iraq.

July 10, 202621 min

What about Employment?

What about Employment? by Patrick J Zoro

June 30, 202622 min

Accuracy of Implied Volatility

Implied volatility (IV). IV is often treated as the market’s best estimate of future uncertainty and risk. But just how accurate is it in predicting actual future price variation? Brett Friedman, Winhall Risk Analytics/OptionMetrics contributor, looks SPX and historical VIX data to calculate forward-looking volatility risk premium (VRP) for insights, https://optionmetrics.com/blog/how-accurate-is-implied-volatility/

June 9, 202617 min

HYPERSCALER VIEW WITH

talk with Mr. Murphy John, the Chief Growth Officer at StorX Network.

May 18, 202638 min

Financial Planning 101

Stan Leong is the author of Engineering Your Finances: The Tech Professional’s Guide to Strategic Wealth Building and a Private Wealth Advisor who helps engineers and executives design the financial future they want. With his background as a former engineer, Stan brings technical precision and relatable insight to financial planning, connecting with clients in ways other advisors often can’t. Nikhil is a strategist focused on structured options-based income design, with published research on Black-Scholes assumptions and options investor behavior, and an upcoming paper introducing a revised pricing framework that addresses structural limitations in classical models. Nikhil’s work sits at the intersection of: Model-based pricing vs. real-world volatility regimes Behavioral distortions in options markets Positive expectancy position structuring Engineering equity-like return profiles with volatility compression Yield enhancement without leverage dependence https://www.linkedin.com/in/jaisinghani-nikhil/overlay/contact-info/

May 9, 202644 min

Hedgineer,Hedge Funds and AI

Part 1 explores the company https://www.hedgineer.io which " transforms hedge funds and asset managers into AI enabled investors with world class technology". Part 2 looks into the future of AI from the educational perspective.

April 17, 202631 min

Volatility Arbitrage

Tyler is a Master’s in Financial Engineering student graduating in 1 month. For over a year, he has been exploring volatility arbitrage and option factors with help from a sponsor at a leading hedge fund. Listen to Tyler discuss his journey on this installment of The Quant/Financial Engineer podcast. https://www.linkedin.com/in/tylerrodabaugh