Articles & Video
What does 2020 have in store for quant finance?
Understanding new trends, challenges, and solutions
Presentation: Weather derivatives – supporting hedging against climate change
by Laura Ballotta, Reader in Financial Mathematics at Cass Business School, from QuantMinds International 2019
Rebalancing portfolios with crash/rally indicators
In this case study, Prof. Dr. Jerome Kreuser shows how to optimise a portfolio using crash/rally indicators.
A neural network approach to understanding implied volatility movements
Presentation by John Hull, Maple Financial Professor Of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto, from QuantMinds International 2019
Understanding the latest trends in cryptocurrencies and their derivatives
Presentation by Carol Alexander, Visiting Professor at Peking University HSBC Business School at Oxford & Professor of Finance at University of Sussex, from QuantMinds International 2019
Correlations in modelling energy derivatives, Part II
NYU Professor Roza Galeeva shares her approach to modelling correlations for energy derivatives.
High frequency markets’ volatility seasonality
Time is a powerful construct in our lives, but when modelling volatility, it can be “highly incessant”.
Building a deep learning neural network
B. Horvath, A. Muguruza and M. Tomas discuss the challenges of building a neural network that can tackle all arising challenges.
Correlations in modelling energy derivatives
Correlations are very important for energy derivatives, as Roza Galeeva, Professor at NYU, say, however there are almost no liquid markets in correlation. How could we model their behavior accurately and be able to calibrate parameters to the market instruments?
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.
Bond flotation with exotic commodity collateral
Professor Michael Dempster introduces his presentation at QuantMinds International, diving deep into the intricacies of bond flotation with exotic commodity collateral.
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.
What is idiosyncratic Alpha?
Do you know what an idiosyncratic alpha strategy is and what the common pitfalls are?
Impact of AI and ML on trading and investing
You can't avoid Artificial Intelligence and Machine Learning learning in today's financial industry - but what impact are these technologies having now, and in 5 years time? Michael Harris, quant trader and best selling author, explores the effects.