Views Podcast: Lyudmil Zyapkov on the relativity of volatility BofA quant’s new volatility model combines gamma processes and fractional Brownian motion 07 Mar 2025   |  Opinion

Cutting Edge The relativity of the fractional Gamma Clock Bank of America quant expands his Gamma Clock model with a fractional Brownian motion 28 Feb 2025   |  Technical paper

Views A market-making model for an options portfolio Vladimir Lucic and Alex Tse fill a glaring gap in European-style derivatives modelling 25 Feb 2025   |  Opinion

Investing BlackRock tests ‘quantum cognition’ AI for high-yield bond picks Study uses Qognitive machine learning model to find liquid substitutes for hard-to-trade securities 21 Feb 2025   |  News

Cutting Edge Option market-making and vol arbitrage The agent’s view is factored in to a realised-vs-implied vol model 20 Feb 2025   |  Technical paper