Podcast: Richard Martin on improving credit migration models
Star quant proposes a new model for predicting changes in bond ratings.
Podcast: Matthias Arnsdorf on a new – and cheaper – KVA
Quant proposes approach anchored by a dealer’s default rate rather than its return on equity.
Podcast: CFM’s Bouchaud on agent-based models and ESG investing
Hedge fund quant, and Risk.net’s new columnist, shares his unique take on markets.
Podcast: Dario Villani on managing a hedge fund with machine learning
Duality’s CEO discusses key to machine learning success, and the influence of Renaissance’s Jim Simons.
Podcast: Lipton and De Prado on Covid-19 and optimal trading strategies
Top quants discuss collaboration and their worries about the economic recovery.