Quantitative analysis
Piterbarg leaves Barclays; bank names new head quant
UK bank's head of quantitative analytics leaves after 10 years
Cutting edge: Kriging smooth energy futures curves
Applying kriging to extract smooth curves from energy futures prices
Battery storage to transform power market models
Technological breakthrough could rewrite the rules of power trading
Quant ideas: Liquidity in commodity risk management
Liquidity plays a vastly underappreciated role in commodity markets
Energy traders ignore legal risk at their peril
Legal risk can be disastrous but is hard to tackle, argues Kaminski
Energy trading firms may rue the decline of quants
New areas for quant research are in abundance, but resources are not
Wadhwani advocates defensive hedge fund position
Tough environment for CTAs likely to end as interest rates start to rise
Quants: how they shaped the modern energy market
Application of quantitative analysis to energy was far from smooth
Quant energy models need greater emphasis on fundamentals
North American shale boom and renewables growth underline importance
Applied risk management series: Active VAR management
How to actively manage the value-at-risk of energy derivatives
Quant of the year: Michael Pykhtin
The banking rulebook is becoming increasingly complex, so regulators need good quants to design and explain it - but they must also tackle the big questions of the crisis
Risk management sweatshops? Number-crunchers move to satellite offices
From Berlin to Birmingham, from Tampa Bay to Dallas, banks have tried to boost their risk management resources – while keeping a lid on expense – by building teams in relatively low-cost cities. But do these far-flung offices improve performance? Joe…
Hedge funds increase Asia quant investing risk capital by 50%
An improved Japan economy is ramping up quant investor activity across Asia
Risk USA: Hire more quants in compliance, says SEC official
SEC official warns compliance teams at quant funds lack qualifications and knowledge to effectively monitor trading strategies
Asia Commodity Research House of the Year: SG CIB
Accurate forecasting and insightful analysis prove a winning formula for SG CIB
Grandmaster Capital Fund: Grandmaster Capital
One move at a time
AQR puts academic theory into practice
Putting theory into practice
Breton Hill Master Fund: Breton Hill Capital
Americas Awards 2013
Quants tackle hedge fund operational risk
Quantifying operational risk
Physics versus finance: Science strikes back
Science strikes back
Quant Congress Europe: Quants should take share of blame for crisis
Quants should take their share of the blame for the crisis, and should focus on less mathematically complex models, said some panellists – although not everyone at Quant Congress Europe agreed
Is risk modelling keeping up with the energy market?
Lean times in energy and commodity derivatives trading have caused a cutback in the amount of time and resources spent on energy risk modelling – a worrying trend that could leave firms unprepared for future market challenges, argue some experts. Mark…
Risk 25: No more heroes in quantitative finance?
Scientific theories are supposed to be smooth processes, with progress building on progress. But sometimes a theory gets such a shock that it needs to be completely rethought – and quantitative finance is in the middle of such an upheaval