Quantcast
Podcast: Ariye Shater and Hariom Tatsat on AI explainability
Barclays quants discuss their method for monitoring AI with mechanistic interpretability
Podcast: Abi-Jaber and Li on a ‘sticky’ volatility problem
The pair discuss their model to jointly capture Vix, SPX and SSR
Podcast: Gordon Lee on how junior quants can go from newbie to MVP
Prioritising tasks and setting boundaries are key to career progression, says BNY’s head quant
Podcast: Pietro Rossi on credit ratings and volatility models
Stochastic approaches and calibration speed improve established models in credit and equity
Quantcast Master’s Series: Walter Farkas, ETH – University of Zurich
Swiss planning, large joint faculty and public presentations shape the programme
Quantcast Master’s Series: Jack Jacquier, Imperial College London
A shift towards market micro-structure and ML has reshaped the programme
Quantcast Master’s Series: Kihun Nam, Monash University
Melbourne-based programme winks at pension fund sector
Quantcast Master’s Series: Petter Kolm, Courant Institute
The NYU programme is taught almost exclusively by elite financial industry practitioners
Podcast: Iabichino on finance-native neural networks
UBS quant explains how to incorporate financial laws into an AI framework
Quantcast Master’s Series: Dan Stefanica and Jim Gatheral
Baruch College leaders on how they manage the top-ranked quant finance master’s programme
Podcast: Muhle-Karbe on the maths behind broker selection
Imperial College’s mathematical finance head introduces new tool to measure slippage and trade quality
Podcast: Villani and Musaelian on a quantum boost for machine learning
Classical methods struggle with highly dimensional problems. Quantum cognition takes a different approach, as hedge fund duo explain
Podcast: Fabrizio Anfuso on computing for Archegos-like event exposures
BoE quant discusses top-down counterparty risk framework using Gaussian distributions and copulae
Podcast: adventures in autoencoding
Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves
Podcast: Lyudmil Zyapkov on the relativity of volatility
BofA quant’s new volatility model combines gamma processes and fractional Brownian motion
Podcast: Alexandre Antonov turns down the noise in Markowitz
Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolio
Podcast: Alexei Kondratyev on quantum computing
Imperial College London professor updates expectations for future tech
Podcast: Piterbarg and Nowaczyk on running better backtests
Quants discuss new way to extract independent samples from correlated datasets
Podcast: Alvaro Cartea on collusion within trading algos
Oxford-Man Institute director worries ML-based trading could have anti-competitive effects
Podcast: Lorenzo Ravagli on why the skew is for the many
JP Morgan quant proposes a unified framework for trading the volatility skew premium
Podcast: Olivier Daviaud on P&L attribution for options
JP Morgan quant discusses his alternative to Greeks decomposition