Views Quants dive into FX fixing windows debate Longer fixing windows may benefit clients, but predicting how dealers will respond is tough 08 Nov 2024   |  Opinion

Cutting Edge A comparison of FX fixing methodologies FX fixing outcomes are mostly driven by length of calculation window 23 Oct 2024   |  Technical paper

Views Podcast: Piterbarg and Nowaczyk on running better backtests Quants discuss new way to extract independent samples from correlated datasets 25 Oct 2024   |  Opinion

Cutting Edge Backtesting correlated quantities A technique to decorrelate samples and reach higher discriminatory power is presented 18 Sep 2024   |  Technical paper

Cutting Edge Quantum cognition machine learning: financial forecasting A new paradigm for training machine learning algorithms based on quantum cognition is presented 03 Oct 2024   |  Technical paper

Our take BofA quants propose new model for when to hold, when to sell Closed-form formula helps market-makers optimise exit strategies 25 Sep 2024   |  Opinion