John Moody, a senior researcher in the Algorithms
Group, was interviewed live by Erin Burnett on the Bloomberg Financial
News channel on Monday, March 1, 2004. Moody's academic research centers
on machine learning algorithms and computational finance. He is also the
founder of J E Moody & Company, LLC, an alternative investment
management firm.
In the television interview, he discussed how his firm's
approach to quantitative asset management differs from traditional
approaches due to his academic background. Moody uses machine learning
and statistics to more accurately predict market trends and avoid "data
snooping".
In conjunction with the television interview, Moody was
quoted extensively in an article entitled "From Harvard to Hedge Funds"
which starts on page 48 of the April 2004 issue of Bloomberg Markets.
You can read the full text of the article, in which Moody discusses in
more detail his applications of theoretical algorithms to market
research here. >>
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