Articles & Video
21st century finance: How will quants lead the way?
With QuantMinds International approaching fast, we at QuantMinds HQ are very excited to be talking to experts to discuss their upcoming presentations and find out more about their latest research.
Revamping smart beta strategies with ESG principles
Has the sun set on smart beta strategies or can ESG investments inspire a new direction?
How quants and actuaries can team up for the valuation of complex derivatives
With the introduction of exotic derivatives, we abandon the existence of a replicating portfolio and therefore valuation becomes problematic and ambiguous.
Practical insight into black basket analytics for mid-curves and spread-options and trading crypto asset volatility
Featuring key sessions from the Pricing, Trading, and Volatility day.
Looking forward to backward-looking rates: Modelling and calibrating the volatility decay
From QuantMinds in Focus 2021, Interest Rate & IBOR day.
AI & machine learning applications in FX markets, exotic derivatives, and ESG insights
Session recordings from QuantMinds in Focus, AI & ML day
Through the hedge and backwards - QuantMinds eMagazine Q2 2021
Bringing investment strategies, financial models, and mathematics up to speed
Trust in quant investment strategies: How do you cultivate it?
Why should people trust quant investment strategies?
Generalized integral transforms in mathematical finance
Classical problems of financial mathematics recently attracted a lot of attention due to several factors.
Optimal VaR adaptation in transient environments
Although potential remedies have been available for some time, the concrete implementation of solutions in running VaR systems seems to be more challenging.
From investment strategies to tech and regulation: what did the experts at QuantMinds International say?
What’s being discussed at QuantMinds International? Our speakers joined us for a quick Q&A to talk about key issues in their fields of expertise.
Rethinking multi-asset portfolio strategies to capture velocity changes
Going beyond the passive vs. active asset management paradigm, a mix between fundamentals and systematic quantitative investment strategies may be appropriate to help capture velocity changes.
How should banks be handling the IBOR transition?
An interview with Suman Datta, Head of portfolio, Quantitative research, Lloyds Bank
The future is bright... for those who survive
Last year we caught up with Marcos Lopez de Prado, talked about his book Machine Learning For Asset Managers, and predicting black swan events.
Building the future of quant finance
Key insights from QuantMinds International 2020
Analysing Covid-19 Data with AWS Data Exchange, Amazon Redshift, and Tableau
How to create COVID-19 dashboards using Tableau and different AWS services, such as AWS Data Exchange, AWS COVID-19 Data Lake, Amazon Redshift, and Amazon Athena.
Optimising variable annuity reserves through deep hedging
In this white paper we look at an application of the deep hedging approach to a new business problem: optimising reserves that life insurers are required to hold against variable annuity liabilities.
Model robustification and the future of quant finance: an interview with J.D. Opdyke, Allstate
Were your models caught by surprise when the pandemic hit? J.D. Opdyke, Allstate, explains how he built a robust framework and shares key learnings from this year.
How is reinforcement learning different from un/supervised learning?
Marshall Chang, Founder and CIO, A.I. Capital Management, shares how to develop and deploy RL trading algorithms.
Staying afloat: How is quant finance changing under Covid-19?
Is the worst behind us? Or is it still to come?