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How Jim Simons and a Group of Unlikely Mathematicians Solved the Market and Launched a Quantitative Revolution

In this video Gregory Zuckerman explains how a group of unlikely Mathematicians launched a quantitative revolution.

Gregory Zuckerman
1 hour and 4 mins
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Principal Component Analysis for Financial Time Series

This video covers; Principal component analysis (PCA) with illustrations using Python.

Dr. Artur Sepp
1 hour and 16 mins
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AI Impact on ESG Investing

In this video, Dr. Grant Fuller discusses sustainable, responsible, and impact investing (SRI) as an investment discipline which incorporates ESG criteria to enhance long-term risk management, competitive financial returns and positive societal impact.

Dr Grant Fuller
1 hour and 9 mins
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Market Maker Positioning and the Recent Market Meltdown

In this video, Hari P. Krishnan discusses the internal market factors that increased the violence of the equity market meltdown in February and March 2020, focussing specifically on the role options market makers (or "dealers") played in the crisis.

Hari P. Krishnan
1 hour and 28 mins
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Are Spikes and Shocks Making Value and Risk Less Predictable?

In this video, Dr. Stephen Weston explores recent price spikes and asks whether spikes and shocks are making value and risk less predictable.

Dr. Stephen Weston
1 hour and 3 mins
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Quantum Economics and Finance: The Quantum Coin Trick

In this video, David Orrell explores how quantum economics and finance uses quantum mathematics and discusses the use of the quantum coin trick. 

David Orrell
1 hour and 8 mins
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Recent Trends in Products and Models for FX Derivatives

In this video, Dr Uwe Wystup explains the most recent developments in FX Derivatives, looking specifically at dual currency investments and target forwards.

Dr Uwe Wystup
1 hour and 15 mins
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The Rise of Carry

In this video, Kevin Coldiron, Tim Lee and Jamie Lee explains how carry trades drive market liquidity, credit creation, and the pattern of market returns.

Kevin Coldiron, Tim Lee and Jamie Lee
1 hour and 32 mins
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Artificial Intelligence in Trading

In this talk, Shivaram KR explains why there is artificial intellingence in trading and how to build a robust trading strategy using machine learning and deep learning. 

Shivaram KR
1 hour and 51 mins
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Swap Rate a la Stock: Bermudan Swaptions Made Easy

In this talk, Dariusz Gątarek explains how Markovian projection together with some clever parameter freezing can be used to reduce a full-edged local volatility interest rate mode,l to a ”minimal" form in which the swap rate evolves essentially like a dividend-paying stock.

Dariusz Gątarek
54 mins