
Gordon Lee 19/02/2026 Risk Quantcast
Mar 9, 2026 - 00:31:04
Radio and PodcastLive Radio & Podcasts
Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.
Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24 is an episode from Quantcast – a Risk.net Cutting Edge podcast by Quantcast – a Risk.net Cutting Edge podcast. Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data m...
This episode belongs to Quantcast – a Risk.net Cutting Edge podcast.
Use the player on this page to stream the episode online.
Published Oct 25, 2024, 00:28:41 long, audio available.
Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.
You can listen to Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24 online on Radio and Podcast. Open the player on this page to stream the available audio.
Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24 is an episode from Quantcast – a Risk.net Cutting Edge podcast by Quantcast – a Risk.net Cutting Edge podcast.
This episode is 00:28:41 long.
This episode was published on Oct 25, 2024.
Yes. Use the heart button on the episode page to add it to your favorite episodes list.
Yes. This page shows related episodes from Quantcast – a Risk.net Cutting Edge podcast when more episodes are available from the podcast feed.
You can listen to Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24 on this page when the episode audio is available from the podcast feed.
Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24 is from Quantcast – a Risk.net Cutting Edge podcast by Quantcast – a Risk.net Cutting Edge podcast.
Published Oct 25, 2024 and 00:28:41 long