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

A sit-down with Raffaele Ghigliazza, a quant with a PhD background in mechanical engineering and deep work across applied math, dynamical systems, and neuroscience. He has spent about 20 years in finance, split between risk and asset management, and currently works as a macro-systematic researcher.
We discuss quant research after LLMs: what LLMs really changed, how to think about backtesting, and why robustness matters more than ever. Topics include business cycles, data limitations, overfitting, CPCV and cross-validation, ensembling, and why mixing market regimes can break a model.

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