Open Filter
Democratization of Hedge Funds and Alternatives
In this article, Kristoffer Houlihan offers some advice for private clients and family offices entering the hedge fund investment space, and some practical considerations when evaluating an emerging manager.
Derivatives Pricing and Trading in Incomplete Markets: A Tutorial on Concepts
In this article published by the Wilmott magazine, Dennis Yang illustrates various derivative pricing notions in incomplete markets using a simple example, with emphasis on how to use these pricing concepts to make systematic trading decisions.
Does the Bond-Stock Earning Yield Differential Model Predict Equity Market Corrections Better Than High P/E Models?
In this paper, Dr. Sébastien Lleo and Dr. William Ziemba extend the literature on crash prediction models in three main respects.
Exact First- and Second-Order Greeks by Algorithmic Differentiation
In this article, The Numerical Algorithms Group (NAG) work very closely with Uwe Naumann to help users take advantage of Algorithmic Differentiation methods.
Excerpt from a chapter on High Frequency Trading in The World Scientific Handbook of Futures Markets
In this short piece from a chapter in The World Scientific Handbook of Futures Markets, Barbara Mack presents an overview on HFT, case studies, and a summary of select regulations in the United States.
Explorations in Asset Returns
In this white paper CQF faculty member Dr. Richard Diamond provides an in-depth exploration in asset returns.
Ferdinand the Bull
In his latest commentary, Edward Talisse likens the financials and banks to that off a bull, and explains where it all went wrong in the 2008 financial crisis.
Financial Option Prices in Excel
In this article, both Marcin and Jeremy discuss the use of algorithms from the NAG Library to calculate prices for financial options.
Financials and Bank Performance. Plus an 18 Month Forecast.
Edward Talisse gives a comprehensive financials and bank performance overview of 2014 so far, plus an 18 month forecast.
Fitch Learning Aims to Boost AI & Machine Learning Skills in China
Hong Kong – 30 March 2020: A record number of professionals have signed up for Fitch Learning’s quantitative finance programme to
