Quant Awards 2021 recipients
Quant Awards 2021 recipients
Meet Risk.net Quant Awards 2021 recipients
Quants of the year – Jim Gatheral and Mathieu Rosenbaum
Risk Awards 2021: rough volatility models could make the options market more efficient.
Rising stars in quant finance: Iuliia Manziuk and Bastien Baldacci
Risk Awards 2021: new research tackles ‘fundamental’ but largely ignored smart order routing problem.
Buy-side quant of the year: Alex Lipton and Marcos Lopez de Prado
Risk Awards 2021: optimal trading solution was inspired by concept used in nuclear cooling.
Risk Awards 2021
Deutsche Bank and the Italian treasury among the winners; also see our quants of the year explain what makes ‘rough volatility’ special.