Reading the signals

Forex modelling

Mark Lundin’s plans to build a foreign exchange forecasting model were nearly squelched by the very market forces he was trying to tame. Lundin is now head of quantitative research at Fortis Investment Management (FIM) – the Brussels-based asset management arm of the European financial services provider. Promotion to this position came just over a year ago.

But Lundin had originally signed up with the asset management arm of the Belgium’s Generale Bank, in the summer of 1998, after three years

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Calibrating interest rate curves for a new era

Dmitry Pugachevsky, director of research at Quantifi, explores why building an accurate and robust interest rate curve has considerable implications for a broad range of financial operations – from setting benchmark rates to managing risk – and hinges on…

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