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Joseph Chen: Building AI-Powered Backtesting and Trading Systems | Blushing Quants #41

Peter Kostovčík: Why Features Matter More Than Models in Quant Trading | Blushing Quants #40

Julien Riposo: Building Robust Quant Models for Complex Financial Systems | Blushing Quants #39

Antonio Berenguer: How Options Market Makers Price Volatility and Manage Risk | Blushing Quants #38

Gilad Bar-Ilan: Turning Crowd Sentiment into Trading Signals with AI | Blushing Quants #37

Paul MacGregor: Building Electronic Markets and Commodity Exchanges | Blushing Quants #36

Roger McIntosh: Institutional Portfolios, Factor Models and Alpha Decay | Blushing Quants #35

Nam Nguyen: Sell Side vs Buy Side Quants, Monte Carlo and AI | Blushing Quants #34

Antonio Marrazzo: How to Build Robust Factors with Data and Machine Learning | Blushing Quants #33

Vincent Randazzo: Market Breadth, Risk and Systematic Portfolio Management | Blushing Quants #32

Jerome Busca: Inside Citadel, Alpha Decay and the Future of Quant Blushing Quants #31

Paul Chalmers: Trading Education Done Right - AI, Risk & Real Market Education | Blushing Quants #30

Jonathan Davies: The Theory That Challenges Every Trader and Investor | Blushing Quants #29

Eren Biri: How Volatility Traders Think and What Defines AI-Native Hedge Fund | Blushing Quants #28

Nikolai Nowaczyk: Credit Risk and Quant Infrastructure | Blushing Quants #27

Ufuk Tasdan: Physics, Crypto, and Energy Market Complexity | Blushing Quants #26

Oded Shimoni: Low-Correlation Strategies, Research, and ETF Innovation | Blushing Quants #25

Ben Charoenwong: Academia, Hedge Funds, AI, and Applied Finance | Blushing Quants #24

Garret Brennan: Deterministic AI for Institutional Quant Workflows | Blushing Quants #23

Roman Isachenko: Alpha Decay, Derivatives, and the Reality of Quant | Blushing Quants #22

Zach Marx: Where Retail Sentiment Meets Systematic Equities | Blushing Quants #21

Mark Aron Szulyovszky: Crypto, Alpha Factors, and Market Neutrality | Blushing Quants #20

Manuel Ritsch: AI, Asset Management, and the Business of Funds | Blushing Quants #19

Francisco Prack: Tape Reading, RL, and Sequential Decision-Making | Blushing Quants #18

Denis Lukyanov: Quant Research, GenAI Agents, and Trading Systems | Blushing Quants #17

Toby Morris: Trading Desk Operations, Market Execution, and Sales Trading | Blushing Quants #16

Mattia Spreafico: AI Is Rewriting Quant Workflows | Blushing Quants #15

Robert Tratt: 25 Years in Markets - From Prop Trader to Sharpe 4 Systems | Blushing Quants #14

Haris Chalvatzis: From Fast Quant Research to Alpha, Execution, and Portfolio | Blushing Quants #13

Israel Bergenstein: Systematic Strategy Design to Deployable Trading Models | Blushing Quants #12

Carl Wells: The Quant System That Spots “Quality” Before Markets Do | Blushing Quants #11

Paul Bilokon: Backtesting, RL, and Robust Quant Research | Blushing Quants #10

Raffaele Ghigliazza: Backtesting, LLMs, and Explainable Deployment | Blushing Quants #9

Orlando Gemes: Market Efficiency, Dirty Data, and Pricing Beyond Black Scholes | Blushing Quants #8

Matthias Bouquet: Systematic Macro and Volatility Trading Explained | Blushing Quants #7

Meir Barak: The Truth About Learning the Financial Markets | Blushing Quants #6 [HEBREW]

Marco Santanché: Quantitative Research in Practice - From KPIs to Live Trading | Blushing Quants #5

Jared Broad: QuantConnect CEO and the Open-Source Quant Trading Stack | Blushing Quants #4

Oren Tapiero: How Machine Learning Works in Live Trading | Blushing Quants #3

Oz Pirvandy: The "S&P 500 Algorithm" Most Traders Don’t Understand | Blushing Quants #2

Ryan Ling: Inside the Market Maker Playbook | Blushing Quants #1