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Quant Finance

Staying afloat: How is quant finance changing under Covid-19?

Posted by on 27 August 2020
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​​​​​​​Is the worst behind us? Or is it still to come? With many countries battling the rising number of confirmed cases of Covid-19, it is essential for us to take into account how the initial sweep of the pandemic can inform our decisions moving forward.

In this issue, we explore the key areas that quants need to keep a closer eye on, like the economy, modelling, machine learning, and portfolio management. We hear from Ed Altman who is sharing his latest research into default and recovery rates, while Brian Kozeliski shows us the best way to assess asset managers' performance. We also get a glimpse into how Marshall Chang uses reinforcement learning to help us through these volatile market shifts, and Jing Zou summarises the latest challenges in model risk reporting in 2020.

QM Q3 eMag

>> Click here to read the eMagazine! <<

These experts will also join us in September to further elaborate on their research and experiences at QuantMinds Americas​​​​​​​. We hope to see you there, but in the meantime, stay safe, and enjoy!

The QuantMinds Team

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