The Trader's Plan Podcast

Jacob is a founder of stealth research operation Alchematics, which specializes in the development of new techniques in algorithmic trading & investing utilizing machine learning, as well as a boutique brokerage.  He is also Head of Data Sciences for insurer JRP Group, where he has focused on the asset side of the insurer, identifying and innovating novel algorithms and technologies which have influenced £bns of trades within a short tenure.   One such learning algorithm solved a problem of greater complexity than that solved by AlphaGo at Google Deepmind and is estimated to be worth £50m to the company.  Jacob has a wide and successful career at the top end of finance, from trading £0.5bn per day for Barclays in equity arbitrage strategies, to advising the UK Treasury & DMO on the largest deal in European financial history, at the height of the credit crunch.  He has also been independently commissioned by Moody's Analytics to advise and share algorithmic IP with their stochastic asset modelling prov