Quantitative analysis
Quant hedge fund of the year: Man AHL
Risk Awards 2018: New roles for machine learning, frontier markets and OTC data give fund an edge
Quant research team of the year: Deutsche Bank
Risk Awards 2018: team’s data science insights ‘transformative’ say clients
Quants stymied by lack of alternative risk premia flows data
Data shortage is hampering efforts to model futures market liquidity
Acadian ends social media data ties with Microsoft Bing
Quant asset manager says it finds more use in orthodox sources of data
Updated: Quant Finance Master’s Guide 2017
Welcome to Risk.net’s guide to the world’s leading quantitative finance master’s programmes
Quant Guide 2017: NYU Courant Institute
New York City, USA
Quant Guide 2017: Columbia School of Engineering
Fu Foundation School of Engineering and Applied Science, New York City, USA
CCP stress testing gets real
Quants propose technique to generate effective, plausible CCP stress-testing scenarios
What the ‘tech wreck’ doesn’t tell us about systematic investing
June sell-off might reveal more about discretionary investors watching factors
Mnuchin makes life harder for quants
Proposed CCAR changes make KVA calculations even more complex
Margin settlement risk and its effect on CVA
Sponsored feature: CompatibL
XVA reaches far and wide
Sponsored Q&A: CompatibL, Murex and Numerix
Analyse this: the future for quants
Quant headcount is up on pre-crisis levels, but jobs in front-office functions have been decimated
Quant Guide 2017: University of Bologna
Bologna, Italy
Quant Guide 2017: Bocconi University
Milan, Italy
Quant Guide 2017: University of Florence
Florence, Italy
Quant Guide 2017: Erasmus University Rotterdam
Rotterdam, Netherlands
Quant Guide 2017: EPFL
Lausanne, Switzerland
Quant Guide 2017: ETH Zurich/University of Zurich
Zurich, Switzerland
Quant Guide 2017: University of York
York, UK
Quant Guide 2017: University of Copenhagen
Copenhagen, Denmark
Quant Guide 2017: University of Warwick
Warwick Business School, Coventry, UK
Quant Guide 2017: Technical University of Munich
Munich, Germany