Imperial College’s mathematical finance head introduces new tool to measure slippage and trade qualityโดย Quantcast – a Risk.net Cutting Edge podcast

Quant financeโดย Quantcast – a Risk.net Cutting Edge podcast

BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulaeโดย Quantcast – a Risk.net Cutting Edge podcast

Trio of senior quants explain how autoencoders can reduce dimensionality in yield curvesโดย Quantcast – a Risk.net Cutting Edge podcast

Lyudmil Zyapkov on modelling forward variance skewโดย Quantcast – a Risk.net Cutting Edge podcast

Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolioโดย Quantcast – a Risk.net Cutting Edge podcast

Alexei Kondratyev on quantum computingโดย Quantcast – a Risk.net Cutting Edge podcast

Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.โดย Quantcast – a Risk.net Cutting Edge podcast

Oxford-Man Institute director worries ML-based trading could have anti-competitive effectsโดย Quantcast – a Risk.net Cutting Edge podcast

JP Morgan quant Lorenzo Ravagli proposes a unified framework for trading the volatility skew premiumโดย Quantcast – a Risk.net Cutting Edge podcast

JP Morgan quant discusses his alternative to Greeks decompositionโดย Quantcast – a Risk.net Cutting Edge podcast

Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swapsโดย Quantcast – a Risk.net Cutting Edge podcast

Quant says high volatility requires pricing and risk management models to be revisitedโดย Quantcast – a Risk.net Cutting Edge podcast

​​​​​​​Academic discusses option pricing, path-dependent volatility and tackling FIFA’s statistical biasโดย Quantcast – a Risk.net Cutting Edge podcast

Portfolio manager and academic researcher talks about how his technique applies to LDI portfoliosโดย Quantcast – a Risk.net Cutting Edge podcast

Industry quant teams up with academics to build better risk tools for FX marketsโดย Quantcast – a Risk.net Cutting Edge podcast

Julius Baer equity quant revels in solving problems for the trading desk.โดย Quantcast – a Risk.net Cutting Edge podcast

Igor Halperin talks with Mauro Cesaโดย Quantcast – a Risk.net Cutting Edge podcast

A discussion around alternatives designed to overcome the pitfalls of neural networks.โดย Quantcast – a Risk.net Cutting Edge podcast

Chris Kenyon: the right way to wrong-way risk and climate risk in XVAโดย Quantcast – a Risk.net Cutting Edge podcast

Marc Henrard – 02/08/22 by Quantcast – a Risk.net Cutting Edge podcastโดย Quantcast – a Risk.net Cutting Edge podcast

Gordon Ritter – 24/06/22 by Quantcast – a Risk.net Cutting Edge podcastโดย Quantcast – a Risk.net Cutting Edge podcast

Lipton on automated FX market-making and the perils of stablecoinsโดย Quantcast – a Risk.net Cutting Edge podcast

JP Morgan quant explains the importance of de-trending training datasetsโดย Quantcast – a Risk.net Cutting Edge podcast

Clearing house is “seriously considering” contributing to own default waterfallโดย Quantcast – a Risk.net Cutting Edge podcast