
Quantcast – a Risk.net Cutting Edge podcast
Updated:
27 Mar 2025
• 64 episodes
Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.
Categories:
Show episodes
Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves
Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolio
Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.
Oxford-Man Institute director worries ML-based trading could have anti-competitive effects