Awards Quant of the year: Julien Guyon Risk Awards 2025: Volatility modeller par excellence (and football fan) achieved breakthrough with joint calibration of S&P and Vix options 26 Nov 2024   |  Analysis

Awards Rising star in quant finance: Milena Vuletić Risk Awards 2025: Machine learning-based volatility model confounds sceptics 26 Nov 2024   |  Analysis

Cutting Edge Choosing trading strategies using importance sampling The sampling technique is more efficient than A-B testing at comparing decision rules 14 Nov 2024   |  Technical paper

Views Quants dive into FX fixing windows debate Longer fixing windows may benefit clients, but predicting how dealers will respond is tough 08 Nov 2024   |  Opinion

Cutting Edge A comparison of FX fixing methodologies FX fixing outcomes are mostly driven by length of calculation window 23 Oct 2024   |  Technical paper

Views Podcast: Piterbarg and Nowaczyk on running better backtests Quants discuss new way to extract independent samples from correlated datasets 25 Oct 2024   |  Opinion