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Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24

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Manage episode 446757077 series 2966544
Content provided by Quantcast – a Risk.net Cutting Edge podcast. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Quantcast – a Risk.net Cutting Edge podcast or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.
Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.
  continue reading

61 episodes

Artwork
iconShare
 
Manage episode 446757077 series 2966544
Content provided by Quantcast – a Risk.net Cutting Edge podcast. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Quantcast – a Risk.net Cutting Edge podcast or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.
Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.
  continue reading

61 episodes

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