Practitioners of quantitative finance—an eclectic group of physicists and poker players, sports bettors and academics—are no longer only building the risk-neutral pricing models that guide derivatives markets, the traditional “Q” group of quantitative problems. Increasingly, they are tasked with the “P” group too: building portfolios and hedges; adjusting credit, debt, and funding valuations; fine-tuning execution and margin management; and using analytics to hone client relationships.
WatersTechnology attended the Futures Industry Association's annual conference in Boca Raton, Florida. These are the takeaways.Subscribe to Weekly Wrap emails
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