TL;DR
This paper provides an informal overview of six interconnected topics in quantitative finance, exploring complex models, market behaviors, and open research questions related to market stability and economic scenarios.
Contribution
It offers a broad, informal review of diverse, contemporary topics in quantitative finance, highlighting open questions and future research directions.
Findings
Discussion of rough volatility models and their implications
Insights into market stability and high-frequency trading effects
Identification of open research questions in macroeconomic modeling
Abstract
This is an informal and sketchy review of six topical, somewhat unrelated subjects in quantitative finance: rough volatility models; random covariance matrix theory; copulas; crowded trades; high-frequency trading & market stability; and "radical complexity" & scenario based (macro)economics. Some open questions and research directions are briefly discussed.
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