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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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Saints and Sinners: A Panel Discussion from the ESG and Climate Risk Conference

Read a summary of the panel discussion from the 2022 ESG and Climate Risk in Quant Finance Conference.

Barbara Mack
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Quantpedia Research Review - Issue 1

Issue 1 delves into the detail on overnight market anomalies and combining data sources for the dollar factor. We also look into different replication approaches for ETFs, and review new thinking on market timing strategies.

Quantpedia
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Trend followers lose more often than they gain

In this article, the authors solve exactly a simple model of trend following strategy, and obtain the analytical shape of the profit per trade distribution.

Marc Potters and Jean-Philippe Bouchaud
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The Chemistry of Contagious Defaults

In this article, the authors have obtained a dynamical Markovian model of default interactions that describes portfolio’s dynamics endogenously through the mechanism of chemical reactions.

Vlad Putyatin and Svetlana Maslova
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Quant Insights Conference: How Quantum Should Change the Way We Think About Finance

In this panel discussion led by David Orrell, Principal, Systems Forecasting, participants Professor Andrew Sheng, Chief Advisor, China Banking and Insurance Regulatory Commission, Esperanza Cuenca-Gómez, Head of Strategy and Outreach, Multiverse Computing, and Dr. Taha Jaffer, Head of Wholesale Banking and Treasury AI, Scotiabank, share their views on the current quantum evolution in finance.

David Orrell, Professor Andrew Sheng, Esperanza Cuenca-Gómez, Dr. Taha Jaffer
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Quant Insights Conference: Factor Investing and the Road to Diversified Serfdom

In May 2022, the Quant Insights Conference held by the CQF Institute featured a panel discussion entitled, “Factor Investing and the Road to Diversified Serfdom.”

Dr. Michael G. Kollo, Dr. Bernard Lee, Professor James Sefton, Leif Cussen

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