Skip directly to content

Open Filter

Listing Thumbnail

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. 

Peter Hafez
Listing Thumbnail

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.

Peter Hafez
Listing Thumbnail

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.

Wolfram
Listing Thumbnail

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.

RavenPack
Listing Thumbnail

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.

Guillermo Navas-Palencia
Listing Thumbnail

Inefficient Markets

In this article published by the Wilmott magazine, Ed Thorp discusses the "crash of 87", the most extreme stock market price jump of the twentieth century.

Ed Thorp
Listing Thumbnail

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.

Barbara Mack
Listing Thumbnail

Investing in Thoroughbred Race Horses

Bill Ziemba discusses the horse-racing investments at the highest level: actual horse ownership, as opposed to betting on the races.

Wilmott
Listing Thumbnail

Local Volatility FX Basket Option on CPU and GPU

In this article, Jacques du Toit and Isabel Ehrlich study a basket option written on 10 FX rates driven by a 10 factor local volatility model.

Jacques du Toit & Isabel Ehrlich
Listing Thumbnail

Managing Smile Risk

In this paper, it is discovered that the dynamics of the market smile predicted by local vol models is opposite of observed market behaviour. 

Wilmott

Pages