Andrius Sikov
1 appearance on the record.
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2 insights · 1 disclosure · every statement was checked. none of them is a claim the record can settle: opinions, insights and disclosures never carry an assessment.
Everything Andrius Sikov said on the MAD Podcast that made the record, most notable first. Filter by type, assessment or year in the ledger →
Sikov: Data Capital Management built no Chinese walls between teams
“So, we made a deliberate decision up front to not build any Chinese walls between different teams, so our fundamental investors as well as quantitative investors and risk managers are working closely with the data scientists.”
Andrius Sikov: Combining multiple alternative datasets generates more durable trading alpha
“It's, it decays pretty fast for most data sets unless you find something very proprietary that nobody else is looking at. What we find alpha in is combining the data sets and bringing them together, and then when the, that's when the data really starts speakin…”
Andrius Sikov: Quantitative investing is entering a third wave focused on alternative data
“We are, it's a third generation, we were just at the very beginning of the third wave of quantitative computing revolution. The first one was pricing the derivatives correctly, powered by LTCM, the first guys who started it doing properly scale. Once that was …”
Appearances (1)
| Episode | Date | Speaking time |
|---|---|---|
| Panel: Alternative Data in Financial Services (FirstMark's Data Driven) | Mar 24, 2017 | 8m |