Best Quantcast – a Risk.net Cutting Edge podcast Podcasts (2025)

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

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Alvaro Cartea, 19/07/2024 44:29

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5M ago44:29

44:29

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

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Lorenzo Ravagli, 09/07/2024 44:45

6M ago44:45

44:45

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

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Olivier Daviaud 29/04/24 20:12

8M ago20:12

20:12

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

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Giorgios Skoufis 11/03/24 43:26

10M ago43:26

43:26

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

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Artur Sepp – 17/08/23 45:43

1+ y ago45:43

45:43

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

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Julien Guyon – 01/08/23 1:00:07

1+ y ago1:00:07

1:00:07

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

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Jan Rosenzweig – 16/05/23 20:39

1+ y ago20:39

20:39

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

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Barzykin and Guéant – 28/03/23 45:40

2y ago45:40

45:40

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

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Valer Zetocha – 16/01/23 38:34

2y ago38:34

38:34

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

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Igor Halperin – 08/12/22 39:38

2y ago39:38

39:38

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

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Antonov and Piterbarg – 22/11/22 33:10

2y ago33:10

33:10

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

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Chris Kenyon – 16/09/22 17:27

2+ y ago17:27

17:27

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

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Marc Henrard – 02/08/22 31:05

2+ y ago31:05

31:05

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

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Gordon Ritter – 24/06/22 42:10

2+ y ago42:10

42:10

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

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Alex Lipton – 12/05/22 38:56

2+ y ago38:56

38:56

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

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Hans Buehler – 01/03/22 16:37

3y ago16:37

16:37

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

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John Fennell – 25/10/18 40:31

3y ago40:31

40:31

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

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Gordon Lee – 11/02/22 34:22

3y ago34:22

34:22

Gordon Lee – 11/02/22 by Quantcast – a Risk.net Cutting Edge podcastBy Quantcast – a Risk.net Cutting Edge podcast

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Matthew Dixon – 16/12/21 34:35

3y ago34:35

34:35

Applied maths professor talks about how to calculate the contributions to value-at-riskBy Quantcast – a Risk.net Cutting Edge podcast

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Stefan Zohren – 26/11/21 31:43

3y ago31:43

31:43

Oxford-Man Institute quant, Stefan Zohren, shows how to use deep learning for forecastingBy Quantcast – a Risk.net Cutting Edge podcast

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Alexandre Antonov – 21/10/21 24:30

3y ago24:30

24:30

Antonov on pricing not-so-vanilla rates products – new model makes it easier to coherently price correlated derivativesBy Quantcast – a Risk.net Cutting Edge podcast

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Antoine Savine and Brian Huge – 22/09/21 35:51

3+ y ago35:51

35:51

Quants achieve more speed by reducing number of dimensions in price calculationsBy Quantcast – a Risk.net Cutting Edge podcast

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Petter Kolm – 23/08/21 32:11

3+ y ago32:11

32:11

TCA methodologies that ignore partial fills “might be off by 20% to 30%”, says Petter Kolm, professor of finance and director of the Mathematics in Finance master’s program at NYU’s Courant Institute of Mathematical SciencesBy Quantcast – a Risk.net Cutting Edge podcast

Podcasts Worth a Listen

Quantcast – a Risk.net Cutting Edge podcast

Podcasts Worth a Listen

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Quantcast – a Risk.net Cutting Edge podcast

Quantcast – a Risk.net Cutting Edge podcast

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11/12/24 Risk Podcast - Alexei Kondratyev 50:05

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Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24 28:41

1
Alvaro Cartea, 19/07/2024 44:29

1
Lorenzo Ravagli, 09/07/2024 44:45

1
Olivier Daviaud 29/04/24 20:12

1
Giorgios Skoufis 11/03/24 43:26

1
Artur Sepp – 17/08/23 45:43

1
Julien Guyon – 01/08/23 1:00:07

1
Jan Rosenzweig – 16/05/23 20:39

1
Barzykin and Guéant – 28/03/23 45:40

1
Valer Zetocha – 16/01/23 38:34

1
Igor Halperin – 08/12/22 39:38

1
Antonov and Piterbarg – 22/11/22 33:10

1
Chris Kenyon – 16/09/22 17:27

1
Marc Henrard – 02/08/22 31:05

1
Gordon Ritter – 24/06/22 42:10

1
Alex Lipton – 12/05/22 38:56

1
Hans Buehler – 01/03/22 16:37

1
John Fennell – 25/10/18 40:31

1
Gordon Lee – 11/02/22 34:22

1
Matthew Dixon – 16/12/21 34:35

1
Stefan Zohren – 26/11/21 31:43

1
Alexandre Antonov – 21/10/21 24:30

1
Antoine Savine and Brian Huge – 22/09/21 35:51

1
Petter Kolm – 23/08/21 32:11

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