Quantcast – a Risk.net Cutting Edge podcast

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

Alexei Kondratyev on quantum computing

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

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

JP Morgan quant discusses his alternative to Greeks decomposition