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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.
Finformatics: How to Measure Really Small Things
The orthodoxy has tendency to ignore drift which leaves opportunity for finformaticians the market over…
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
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.
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.
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?
How the rise in data has led to a skills gap
The exponential growth in data is driving companies to look at how they can use new insights to their competitive advantage. Managing and analysing this increasing volume of data, using strategies such as AI and machine learning, has opened up significant skill gaps in the financial services sector. Which is where digital learning has a big role to play.
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.
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.
Identifying Business Cycles Using RLink in Wolfram Finance Platform
In this white paper, Wolfram demonstrate the use of RLink by identifying business cycles that affect stock markets for periods generally lasting about four years.
