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Quant Finance

Through the hedge and backwards - QuantMinds eMagazine Q2 2021

Posted by on 02 June 2021
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Bringing investment strategies, financial models, and mathematics up to speed

The challenges of the past year put enormous strain on the markets. In this new environment, quants needed to adapt quickly to new extremes, both all-time highs and all-time lows in various sectors. In this latest edition of the QuantMinds eMagazine, we hear from Peter Quell on VaR optimisation in the current volatile environment and from Andrey Itkin on new methods and approaches to solve inter-boundary value problems. Carol Alexander is also sharing her recent research into bitcoin volatility, while Svetlana Borovkova and Alexandru Giurca explore some interesting findings on reinforcement learning algorithms. We also get a glimpse at a less biased approach to pricing exotic derivatives from Daniël Linders, while Emilio Llorente Cano explores trust and cultivating trust in quant strategies. Finally, we also hear from the community - we asked the attendees of QuantMinds in Focus to share their views on the industry, key challenges in regulatory and technological developments, and more!

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