Stock Market Stories

Episode 002: Logan Kane - Becoming a Quant, Econometrics, and Inversing Retail Investors

October 31, 2019

My second guest is Logan Kane, author of High Finance: The Secrets Wall Street Doesn't Want You To Know and frequent SeekingAlpha contributor. Logan is a quant, applying econometric models to financial markets.

I originally came across Logan when he broke a story on Robinhood's payment for order flow practices, which was picked up by Bloomberg and CNBC.

In this episode, we talk about:

  • Starting as a bottom up value investor and becoming a quantitative investor
  • How to start modelling market behavior
  • Practical things retail traders and investors should know about market microstructure
  • Logan's Robinhood story
  • Thinking about time frames in trading
  • How his strategy is based on inversing retail investor behavior

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