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Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24 episode artwork

EPISODE · Oct 25, 2024 · 28 MIN

Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24

from Quantcast – a Risk.net Cutting Edge podcast · host Quantcast – a Risk.net Cutting Edge podcast

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

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

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Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24

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Frequently Asked Questions

How long is this episode of Quantcast – a Risk.net Cutting Edge podcast?

This episode is 28 minutes long.

When was this Quantcast – a Risk.net Cutting Edge podcast episode published?

This episode was published on October 25, 2024.

What is this episode about?

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

Can I download this Quantcast – a Risk.net Cutting Edge podcast episode?

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