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.
Quant finance’s machine learning journey: Are we there yet?
In which practitioners and academics weigh in on machine learning applications and its development in finance.
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.
Computational intelligence: a principled approach for the era of data exploration
De-noising the AI hype is an exercise of intellectual honesty and recognising computational intelligence as a more realistic representation of the current progress achieved in the field of machine intelligence is part of it.
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.
The best python tools to analyze alternative investment data for $0
Building an alternative data effort can be expensive but fortunately unlike buying datasets and hiring people, the technology infrastructure required to analyze alternative data can be acquired at minimal to zero cost.
Alternative Data in Quantitative Strategies: Use Cases
Quantitative strategies all aim at maximising returns while minimising risk. Here, SESAMm describes a Natural Language Processing methodology aimed at creating investment signals.
A transition in thinking: risk-based approach to regulating the disruptive role of FinTech
Ligia Catherine Arias-Barrera explores why a risk based approach to regulation will important for FinTech and distributed ledger technology.
Applications of a new Rational Expectations bubble model
How, why and when you can detect bubbles and leverage returns.
Trading Commodities Using Natural Language Processing
Peter Hafez, Chief Data Scientist at RavenPack is speaking at Global Derivatives USA on machine learning and big data. Here, he discusses how to separate noise from signal and determine which events have the potential to impact commodity prices with natural language processing (NLP).
Looking ahead to QuantMinds Americas
With a little over one week to go until Global Derivatives USA, the Global Derivatives Editor-In-Chief, Ed Stapley, looks ahead to some of the areas he is most looking forward to.
What should we be teaching the next generation of quants?
What will the future quants working in tomorrow's trading and risk landscape need in order to be successful? Liming Brotcke highlights the key skills we need to be teaching young quants now, ahead of Global Derivatives USA.
How to produce sensible and robust volatility surfaces in real-time
Hear from Dr. Timothy Klassen is the CEO and founder of Vola Dynamics LLC, as he discusses how to produce sensible and robust volatility surfaces ahead of Global Derivatives USA.
Persistently low inflation is the economic factor which seems to have most perplexed policy makers. This low, but confusing, inflation theme has played a central role in keeping long term nominal yields, and by extension the VIX, in a lower for longer condition. Here, Michael Purves discusses VIX deflation, ahead of Global Derivatives USA.
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.
Irreducible Risks of Hedging a Bond with a Default Swap
Vivek Kapoor of Volaris Capital Management LLC discusses the risks involved with attempting to hedge a bond with a default swap ahead of Global Derivatives, USA.
From Artificial Intelligence to Machine Learning
AI and Machine learning are hot topics in finance right now - with FinTech on the rise and the risk management industry looking for ways to harness big data and analytics. Dr. Paul Bilokon provides a history of AI, from legend up to modern day success stories.