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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.
Thu 8 Dec 2022
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.
Thu 24 Nov 2022
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.
Sat 22 Oct 2022
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.
Sat 15 Oct 2022
Conference Summary: ESG & Climate Risk in Quant Finance
Read a summary of the ESG & Climate Risk in Quant Finance Conference.
Sat 15 Oct 2022
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.
Mon 10 Oct 2022
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.
Thu 1 Sep 2022
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.
Thu 1 Sep 2022
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.”
Mon 15 Aug 2022
Calibration problems – An inverse problems view
In this article, Heniz W. Engl discusses the model parameters from market prices of liquid instruments.
Thu 21 Apr 2022
