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Barzykin and Guéant – 28/03/23

Mar 28, 2023
45:40
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1
Introduction
00:00 • 4min
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2
Internalization and Externalization: How to Reduce Inventory Risk
03:46 • 3min
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3
The Pure Flow of Internalization Area
06:54 • 2min
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4
The Future of Currency Pairs
08:46 • 2min
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5
The Multi-Currency Portfolio View Model
10:57 • 3min
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6
The Difficulty of Converting Spread Capture to USD
13:40 • 5min
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7
The Importance of Converting Transactions in USD
18:37 • 4min
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8
The Power of a Model for Trading
22:43 • 2min
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9
The Effects of a Multi Currency Model on Market Making
24:19 • 3min
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10
How to Attract Offsetting Clients
26:53 • 4min
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11
The Multi Currency Perspective on Risk Management
30:51 • 5min
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12
How Sasha and I Started Collaborating on a Research Initiative
35:24 • 4min
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13
The Overlooked Research in the FX Market in Academic Research
39:44 • 2min
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14
The Future of Market Making
42:11 • 3min
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Industry quant teams up with academics to build better risk tools for FX markets
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