Podcast

• Awards

Sentiment analytics enhances performance of equity factor investing strategies

• 02 Mar 2022

• Cutting Edge

Podcast: UBS’s Gordon Lee on conditional expectations and XVAs

Top quant explains why XVA desks need a neighbour and a reverend

• 15 Feb 2022

• Cutting Edge

Podcast: Matthew Dixon on decomposition of portfolio risk

New approach calculates contributions to value-at-risk for nonlinear portfolios

• 20 Dec 2021

• Cutting Edge

Podcast: Man Group’s Zohren on forecasting prices with DeepLOB

Deep learning model can project prices around 100 ticks into the future

• 10 Dec 2021

• Commodities

Podcast: the difficulties of decarbonisation

What are energy firms doing to measure and mitigate transition risk?

• 14 Oct 2020

• Currency derivatives

Podcast interview: Dr Michael Braun, Commerzbank

• 18 Oct 2018