Want to create an interactive transcript for this episode?
Podcast: FICC Focus
Episode: Quant Modeling: Macro Matters
Description: Quantitative modeling is an ever growing component of financial analysis, with most investors using some form of it within their investment processes.In this Macro Matters edition of the FICC Focus Podcast, Bloomberg Intelligence Chief US Interest Rate Strategist Ira Jersey is joined by Vera Tian and Alex Montiel, Bloomberg Data Scientists working with the BI FICC research team. Tian discusses how she developed the BI Rates model for two-year inflation swaps and the work she’s doing on equity-derivative markets. Her work allows investors to determine how much the market is long or short gamma, giving a...