Open Filter
How to Succeed in Quant Investing with Big Data Analytics
In this article, Peter Hafez shares his views on what he believes is required to succeed in today's world of quant investing.
IMPACT STUDY: Earnings Sentiment Consistently Outperforms Consensus
In RavenPack’s latest research, we find that their new earnings sentiment indicator derived from real-time news and social media significantly outperforms consensus estimates.
How to use Natural Language Processing for Multi-Topic Quant Investing
In this article, Peter Hafez discusses how investors need the right tools to cut through the noise to uncover the signal behind the latest move in the markets.
Navigating Stock Market Crashes in the Brexit Trump Era (Presentation Slides)
Presentation slides for Dr. Bill Ziemba's talk - 'Navigating Stock Market Crashes in the Brexit Trump Era'.
Shiny New Toys: Does Wealth Management Need A.I.?
In this article, Greg Davies examines the allure of adopting artificial intelligence as a solution for a range of business problems in Wealth Management and the need to appropriately match solutions to problems.
Stock Market Crashes in 2007 - 2009: Were We Able to Predict Them?
In this article, Sebastien Lleo and William T. Ziemba investigate the stock market crashes in China, Iceland and the US in the 2007 - 2009 period.
A Tale of Two Indexes Predicting Equity Market Downturns in China
Sebastien Lleo and William T. Ziemba investigate whether traditional crash predictors, predicts crashes for the Shanghai Stock Exchange Composite Index and the Shenzhen Stock Exchange Composite Index.
Sell in May and Go Away in the Equity Index Futures Markets
Constantine Dzhabarov and William T. Ziemba explain when the best time is to sell in the index futures markets.
Index-tracking Portfolio Optimization Model
In the present tutorial report Guillermo Navas-Palencia examines the theory and computational aspects behind the index-tracking portfolio optimization model.
Intellectual Property Law: A Briefing for Quants
In this article Barbara Mack gives a briefing for Quants on the Intellectual Property Law, covering the U.S. intellectual property regime, and the four types of protectable assets: copyright, trademark, trade secret and patent.
