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Main menu
CQF Program
Events
Resources
»
Articles
Video Library
Quant Finance E-Book
Wilmott Magazine
QuantSpeak Podcast
Membership
Careers
»
Careers Insights
For Recruiters
About Us
»
CQF Institute
Industry Partners
University Partners
Data Science & Machine Learning Industry Group
Portfolio Management Industry Group
Steering Group
Societies
A Day in the Life of a Quant Trader
64 mins
The Importance Of Being Scrambled: Supercharged Quasi-Monte Carlo
44 mins
Capital Valuation Adjustments
54 mins
The SABR Short-Maturity Expansion is Asymptotic
63 mins
How to Build a Standout Quant Resume: Best Practices
48 mins
Remembering Harry Markowitz
33 mins
Vicarious Risk – Estimating the Risk Identified by Others
39 mins
Machine Learning in Systematic Futures Allocation: A Model Comparison using Price-Based Features
58 mins
Quantitative Finance: Skills of the Future
60 mins
Option Writing Beyond Theta
65 mins
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