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.
In this video Gregory Zuckerman explains how a group of unlikely Mathematicians launched a quantitative revolution.
Principal Component Analysis for Financial Time Series
This video covers; Principal component analysis (PCA) with illustrations using Python.
This video covers; Principal component analysis (PCA) with illustrations using Python.
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.
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.
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.
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.
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.
In this video, Dr. Stephen Weston explores recent price spikes and asks whether spikes and shocks are making value and risk less predictable.
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.
In this video, David Orrell explores how quantum economics and finance uses quantum mathematics and discusses the use of the quantum coin trick.
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.
In this video, Dr Uwe Wystup explains the most recent developments in FX Derivatives, looking specifically at dual currency investments and target forwards.
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.
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.
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.
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.
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.
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.
