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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'.
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.
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).
Derivatives Technology as a Matter of Survival
This article explores the use of electronic banking of derivatives or investment products containing derivatives.
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.
What Happened to Currency Fixings?
This article explores the manipulations of currency fixings and how the fixing production has been reshaped.
Is Crypto The Next Frontier Of Opportunities For Quants?
Read a summary of the panel discussion from the 2022 Annual Quant Insights Conference.
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.
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.
Conference Summary: ESG & Climate Risk in Quant Finance
Read a summary of the ESG & Climate Risk in Quant Finance Conference.
