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Quantitative Finance: Skills of the Future

Read the write-up from the February 2023 careers talk, 'Quantitative Finance: Skills of the Future'.

Barbara Mack
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Quantpedia Research Review - Issue 4

Issue 4 explores the use of quantum computers in finance, reviews Patent-to-Market trading strategies and discusses how the news impacts Bitcoin returns.

Quantpedia
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Hedging under SABR Model

This article takes a fresh look at the delta and vega risks within the SABR stochastic volatility model Hagan et al. (2002).

Bruce Bartlett
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Derivatives Technology as a Matter of Survival

This article explores the use of electronic banking of derivatives or investment products containing derivatives.

Uwe Wystup
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Quantpedia Research Review - Issue 3

Issue 3 reviews post-earnings announcement drift, stock-bond correlation and the role of interest rates in factor discovery. Plus, learn how you can model a 100-year history of your portfolio.

Quantpedia
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What Happened to Currency Fixings?

This article explores the manipulations of currency fixings and how the fixing production has been reshaped.

Uwe Wystup
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Is Crypto The Next Frontier Of Opportunities For Quants?

Read a summary of the panel discussion from the 2022 Annual Quant Insights Conference.

Barbara Mack
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Quantpedia Research Review - Issue 2

Issue 2 reviews the hidden costs of ETFs and new findings on overnight sentiment trading. We also investigate if insider trading is still a problem, and explore possible approaches to multi-strategy portfolio management.

Quantpedia
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Communication Best Practices in Quantitative Finance

Ed Ma gave a recent talk on ‘Communication Best Practices in Quantitative Finance’ – find out more about his advice and top tips.

Barbara Mack
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Conference Summary: ESG & Climate Risk in Quant Finance

Read a summary of the ESG & Climate Risk in Quant Finance Conference.

Barbara Mack

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