Quantcast – a Risk.net Cutting Edge podcast cover image

Barzykin and Guéant – 28/03/23

Quantcast – a Risk.net Cutting Edge podcast

00:00

The Power of a Model for Trading

The power of our model is that it links the market conditions from one side, then franchise properties or the properties of the other flow that you receive from your client and risk measures. And we link those with optimal controls which can be evaluated very fast. The desk will decide how to calibrate those parameters and which tools they may want to use to focus those parameters.

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