Quantcast – a Risk.net Cutting Edge podcast

Mar 26 2025 64 ep. 33 mins 574

Quantcast – a Risk.net Cutting Edge podcast artwork

Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.

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Sokol, Lyashenko, Mercurio 25/03/25

Mar 26 2025 62 mins

Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves

Lyudmil Zyapkov, 27/02/25

Mar 04 2025 28 mins

Lyudmil Zyapkov on modelling forward variance skew

Alexandre Antonov 04/02/2025

Feb 06 2025 30 mins

Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolio

11/12/24 Risk Podcast - Alexei Kondratyev

Dec 18 2024 50 mins

Alexei Kondratyev on quantum computing

Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24

Oct 24 2024 28 mins

Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.

Alvaro Cartea, 19/07/2024

Jul 24 2024 44 mins

Oxford-Man Institute director worries ML-based trading could have anti-competitive effects

Lorenzo Ravagli, 09/07/2024

Jul 11 2024 44 mins

JP Morgan quant Lorenzo Ravagli proposes a unified framework for trading the volatility skew premium

Olivier Daviaud 29/04/24

May 02 2024 20 mins

JP Morgan quant discusses his alternative to Greeks decomposition

Giorgios Skoufis 11/03/24

Mar 14 2024 43 mins

Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps

Artur Sepp – 17/08/23

Aug 17 2023 45 mins

Quant says high volatility requires pricing and risk management models to be revisited