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Explorations in Asset Returns

In this white paper CQF faculty member Dr. Richard Diamond provides an in-depth exploration in asset returns.

Richard Diamond
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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.

Edward Talisse
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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.

NAG
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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.

Edward Talisse
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Finformatics: How to Measure Really Small Things

The orthodoxy has tendency to ignore drift which leaves opportunity for finformaticians the market over…

Kent Osband
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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

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Forecasting the Yield Curve with S-Plus

In this paper, Dario Cziráky, shows how to implement the Nelson-Siegel and Svensson models using non-linear least squares and how to obtain standard errors and confidence intervals for the parameters, which proves to be useful in assessing the goodness-of-fit at specific points in the term structure, such as at the events of non-parallel shifts.

Dario Cziráky
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Geezers Need Excitement: Trading Jitters and the Volume Myth

Declining trading volumes is a fact. But the idea that high volume is good and low volume is bad is a fallacy. In this article, Ed Talisse looks at 5 market shocks that are driving trading volumes lower.

Edward Talisse
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Hands Off My Cash, Monty

In this article, Edward Talisse examines how index investing captures the market's beta (systematic risk) premium in particular asset classes.

Edward Talisse
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High Frequency Trading - Innovation or Rigging?

In this article, Edward Talisse asks the question; Are technological savvy and speedy traders bad for the long-term health of financial markets?

Edward Talisse

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