Machine Learning, Fantasy Football and Factor Investing with Kevin Zatloukal

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By Jack Forehand and Justin Carbonneau, Jack Forehand, and Justin Carbonneau. Discovered by Player FM and our community — copyright is owned by the publisher, not Player FM, and audio is streamed directly from their servers. Hit the Subscribe button to track updates in Player FM, or paste the feed URL into other podcast apps.

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.

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Kevin Zatloukal (@kczat) / Twitter

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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.

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