Articles & Video
New research, new breakthroughs, and new opportunities
What are the latest innovations by leading quants?
Five issues quants need to address in 2020
QuantMinds editor-in-chief Vincent Beard now summarises the five key conundrums on quants’ minds this year.
Fourier-based methods for the management of complex insurance products
Modelling for variable annuities products – how could the financial and insurance risks be integrated better?
Differential machine learning
Unreasonably effective pricing and risk approximation by automatic differentiation (AAD) combined with machine learning (ML)
Can models predict black swan events?
Maurizio Garro, Senior Lead IBOR Transition Programme, Lloyds Bank, shares his experience building robust models to predict the combined impact of risk factors.
The right kind of volatility
Is there a right kind of volatility for market makers? And how do market makers make money?
QuantMinds Digital Week
A series of webinars including panels, talks, and presentations spread across 3 days.
The ups and downs of trading crypto and what’s next for blockchain?
On the nature of crypto-trading and blockchain
One year after a CCP member default: lessons learned and the path forward
From the perspective of a clearing member: Marnie Rosenberg, Global Head of Clearinghouse Risk and Strategy, JP Morgan
What's going on at QuantMinds International 2020?
We are looking forward to welcoming you in Hamburg and to the lively discussions ahead of us.
What are algorithmic regulation and RegTech?
Which way will the regulators go: RegTech or algorithmic regulation?
Should we be worried that the Fed has gone all-in?
Did the Federal Reserve just announce unlimited quantitative easing?
A conversation with “Quant of the Year 2019” Marcos Lopez de Prado
Marcos Lopez De Prado opens up about the issues of econometric investments and how asset management needs new technological innovations.
The cryptocurrency Chimera: Is Bitcoin digital or fool’s gold?
Patrick Tan, CEO, Novum Technologies analyses the relationship between Bitcoin and gold.
An introduction to natural language processing
From sentiment analysis to alternative data processing, NLP plays a key role in understanding markets and trends.
Innovations in quant trading strategies and modelling
People and markets have changed hugely, and quants need to adapt to this new equilibrium. Therefore, innovation, both technological and strategic, are in the spotlight in this QuantMinds eMagazine.
Unexpected bug in your machine learning: how can you recover?
What went wrong when ML doesn’t work as expected, and how can you mitigate the model risk?
Microstructure and information flows between crypto asset spot and derivative markets
Which crypto instrument on which exchange is the first to incorporate new information? Where are the most informed traders located? How long do traders on other platforms have to profit from the leaders reaction to news?
What are the latest innovations in quantum machine learning?
Alexei Kondratyev, Managing Director, Global Head of Data Analytics, CCIB, Standard Chartered Bank, summarises the most promising breakthroughs in quantum computing and applications of quantum information theory, while exploring the opportunities that this presents quant finance.
Welcome to the range: Recession risks and rate cuts in the rear window for now. Time to get active?
Is it a better time than ever to start active management in ETFs?