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  4. Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24

Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24

Quantcast – a Risk.net Cutting Edge podcast - A podcast by Quantcast – a Risk.net Cutting Edge podcast

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Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.

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