Quantitative analysis
EU’s new carbon-scoring metric bedevils investors
Buy-side risk survey 2021: Evic could have harmful consequences for green investing
Podcast: Antonov on pricing not-so-vanilla rates products
New model makes it easier to coherently price correlated derivatives
Clunky crypto markets serve quants well – can it continue?
Poor price discovery presents opportunities for systematic traders in super-trending markets
Deep XVAs and the promise of super-fast pricing
Intelligent robots can value complex derivatives in minutes rather than hours
Quant Finance Master’s Guide 2021
Risk.net’s guide to the world’s leading quant master’s programmes, with the top 25 schools ranked
Inconsistent ESG scores force USS to make its own decisions
Pension fund needs ESG alternatives to bonds to help close its funding deficit
Trend followers fall under speeding equity markets
Riding trends in equity markets is proving to be a risky pastime for quant investors
Broken backtests leave quant researchers at a loss
As historical data loses relevance, quants must find new ways to validate their theories
Q&A: Robert Litterman on the CFTC climate risk report
Chair of industry sub-committee – and famed quant – says carbon dividend plan essential to create right incentives
Covid transparency would soothe markets – Harvey
“Why aren’t our policy-makers sharing their models?” asks Duke University economist
‘Huge role’ for quants in Covid-19 response – MIT’s Lo
Policy-maker actions or missteps will drive markets, academic says
Quant Guide 2020: Princeton University
Princeton, New Jersey, US
Quant Guide 2020: Johns Hopkins University
Baltimore, Maryland, US
Quant Guide 2020: University of Illinois at Urbana-Champaign
Urbana and Champaign, Illinois, US
Quant Guide 2020: City University of Hong Kong
Hong Kong, China
Quant Guide 2020: University of Technology Sydney
Sydney, Australia
Quant Guide 2020: Chinese University of Hong Kong, Shenzhen
Shenzhen, China
Quant Guide 2020: Technical University of Munich
Munich, Germany
Quant Guide 2020: Hong Kong University of Science and Technology
Hong Kong, China
Quant Guide 2020: Monash University
Melbourne, Australia
