Podcast
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: Ritter on optimal execution and reinforcement learning
Hedge fund quant describes a simple rule of thumb for portfolio turnover
Podcast: UBS’s Gordon Lee on conditional expectations and XVAs
Top quant explains why XVA desks need a neighbour and a reverend
Podcast: Matthew Dixon on decomposition of portfolio risk
New approach calculates contributions to value-at-risk for nonlinear portfolios
Podcast: Man Group’s Zohren on forecasting prices with DeepLOB
Deep learning model can project prices around 100 ticks into the future
Podcast: the difficulties of decarbonisation
What are energy firms doing to measure and mitigate transition risk?
