Excess Returns
Excess Returns
Mar 14, 2021
Machine Learning, Fantasy Football and Factor Investing with Kevin Zatloukal
Play • 57 min

In this episode, we are joined by Kevin Zatloukal. Kevin teaches Computer Science at the University of Washington and has his Ph.D. in Computer Science from MIT. He previously was a programmer for both Microsoft and Google. He is also a member of O'Shaughnessy Asset Management's Research Partner Program, where he has written two papers applying machine learning concepts to investing.  In the interview, we discuss the basics of machine learning and some examples of how it is applied, including: 

- the different types of machine learning and some common algorithms 

- how machine learning can be used in fantasy football to identify players with the potential for success - the application of decision stumps and clustering to value investing  

- the balance between intuition and empirical results  

We hope you enjoy the discussion. 

FOLLOW KEVIN ON TWITTER

Kevin Zatloukal (@kczat) / Twitter

ABOUT THE PODCAST

Excess Returns is an investing podcast hosted by Jack Forehand (@practicalquant) and Justin Carbonneau (@jjcarbonneau), partners at Validea. Justin and Jack discuss a wide range of investing topics including factor investing, value investing, momentum investing, multi-factor investing, trend following, market valuation and more with the goal of helping those who watch and listen become better long term investors.

SEE LATEST EPISODES

https://www.validea.com/excess-returns-podcast

FIND OUT MORE ABOUT VALIDEA

https://www.validea.com

FOLLOW OUR BLOG

https://blog.validea.com

FIND OUT MORE ABOUT VALIDEA CAPITAL

https://www.valideacapital.com

FOLLOW JACK

Twitter: https://twitter.com/practicalquant

LinkedIn: https://www.linkedin.com/in/jack-forehand-8015094

FOLLOW JUSTIN

Twitter: https://twitter.com/jjcarbonneau

LinkedIn: https://www.linkedin.com/in/jcarbonneau

More episodes
Search
Clear search
Close search
Google apps
Main menu