Quantcast – a Risk.net Cutting Edge podcast

Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24

25 Oct 2024 • 28 min • EN

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

From "Quantcast – a Risk.net Cutting Edge podcast"

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