Beyond relational databases
Trading technology product of the year: Nasdaq OMX
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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Recent glitches highlight aggressive culture on Wall Street
Expense makes sense
Neil McGovern and Horace Chow discuss market trends, new regulation and areas of growth in the Asia region
A new general framework for constructing the best trading strategy for a given historical indicator is introduced in this paper. We construct the unique trading strategy with the highest expected return....
Marriages of inconvenience
EUA theft damage should only be ‘reputational’
Asian exchanges have undergone a radical transformation during the past decade as systems were overhauled, new derivatives instruments traded and new ventures formed. Yet perhaps their biggest chall...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.