A strategy betting against low conviction shorts beat a benchmark model by 6% in back tests
Relationships between order flow and price “are stable through time and across stocks and sectors”
Genuine artificial intelligence remains "very, very far away", says Imperial College's Brigo
Demand for technical skills is growing, but roles have changed – and some schools are not keeping up
Lack of data makes AI technology unsuitable for risk management, say Cont and Rebonato
Derivatives add-on rubbished by Cont and Rebonato
Social media and live newsfeeds not so far useful, hedge fund says
Part 2: Statistical methods In this second of two articles, Rodney Coleman, of Imperial College London, continues his demonstration of the uncertainty in measuring operational risk from small samples of loss data.