Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10

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Quantcast – a Risk.net Cutting Edge podcast

67 episodes

3 months ago

Imperial College’s mathematical finance head introduces new tool to measure slippage and trade quality

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Imperial College’s mathematical finance head introduces new tool to measure slippage and trade quality

Business

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Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24

Quantcast – a Risk.net Cutting Edge podcast

28 minutes 41 seconds

1 year ago

Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24

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