Winton Capital Management
Big data tools a hard sell without clear explanations, says Winton researcher
Hedge fund puts algorithms to work in new liquid futures and OTC markets
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
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Top hedge funds from Europe recognised for outstanding performance
Return to normality
2013 winners include BlueCrest’s Leda Braga for outstanding contribution to the hedge fund industry. Others honoured include Cern Pension Fund, Winton’s David Harding as well as some big-name fu...
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.