Articles & Video
What does 2020 have in store for quant finance?
Understanding new trends, challenges, and solutions
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?
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?
From emotions to decisions – a framework for using big data in portfolio management
A case study in using alternative data by SESAMm and La Française Investment Solutions.
The lookout on risk management and quant trading
In this compilation of articles, FutureQuantMinds talk about the challenges that the risk side of quant finance will meet
Three innovative strategies and digital technologies to know and manage your customers’ risk appetite
Aymeric Kalife, Paris Dauphine University and iDigital Partners, explores technology to revamp investment strategies.
Listening to the financial heartbeat with agent-based models
How the study of agent-based models in directional-change intrinsic time can help you avoid another Flash Crash
Beyond the “passive vs active” asset management paradigm
In which Aymeric Kalife (Paris Dauphine University) explores 4 key ways to maximise alpha generation and innovate your strategies to keep customers happy.
What is an alpha of trend-following CTAs?
Artur Sepp, Director of Research at Quantica Capital AG, introduces a new way to measure skill-based alpha.
Optimal portfolio strategy to control maximum cryptocurrency investment drawdowns
How successful is your crypto investment strategy? Patrick Tan, CEO of Novum Technologies, looks at the drawdown risks to inform his decisions.
Why distributed ledger technology adoption is challenged in central clearing services
An in-depth analysis of DLT in the OTC Derivatives Market by Ligia Catherine Arias-Barrera, Ph.D. at the University of Warwick.
How to survive the new challenges in quant finance?
The latest QuantMinds eMagazine delves into the use of machine learning, alternative data, blockchain applications, diversity, and more!
How can active managers add factors to the portfolio?
Dimitris Melas, Managing Director and Global Head of Core Equity Research, MSCI, shares tactics to generate more alphas.
High frequency markets’ volatility seasonality
Time is a powerful construct in our lives, but when modelling volatility, it can be “highly incessant”.
Sentiment-based investment strategies and how they fared in the era of trade wars and fake news
In the era of fake news, biased news outlets, and negative media frenzy, are sentiment-based investment strategies still relevant?
Weather derivatives: Supporting hedging against climate change – A case for ski resorts
Learning from a ski resorts case, Ballotta et al. developed a hedging strategy to stay profitable under adverse changes in climate conditions.
Passive aggressive: making smart beta strategies successful
Live from QuantMinds International, we hear from experts in hot topics in the quant investment space.
Non-fundamental market sell-off and “volatility feedback loops”: a market impact perspective
What are the major drivers causing recent market sell-offs and how did volatility exacerbate the recent stock market crash?
Fatter tails and extreme currency market events
Brent Donnelly looks into the abnormal frequency of extreme currency market events since 2008 to determine causes and solutions.
The "Message from Markets"
Financial markets serve numerous roles, amongst them of course the uncoerced exchange of securities. However, in addition to that role, they inadvertently serve a very useful function of conveying to market observers information about the future. Ehun Ronn, Professor of Finance, looks into Crude-Oil prices and what message from the market can be observed.