Quantitative analysis
Quant Guide 2020: Cornell University
Ithaca and New York City, New York, US
Quant Guide 2020: University of Amsterdam
Amsterdam, Netherlands
Quant Guide 2020: Carnegie Mellon University
Pittsburgh and New York City, US
Quant Guide 2020: University of York
York, UK
Quant Guide 2020: Imperial College London
London, UK
Quant Guide 2020: University of Paris
Paris, France
Quant Guide 2020: Fordham University
New York City, US
Quant Guide 2020: New York University (Tandon School of Engineering)
New York City, US
Quant Guide 2020: Baruch College, City University of New York
New York City, US
Quant Guide 2020: Boston University (Questrom School of Business)
Boston, Massachusetts, US
Quant Guide 2020: University of Minnesota
Minneapolis, US
Quant Guide 2020: KU Leuven
Leuven, Belgium
Quant Guide 2020: Columbia University
New York City, US
Quant Finance Master’s Guide 2020
Risk.net’s guide to the world’s leading quant master’s programmes, with the top 25 schools ranked
Princeton tops Risk.net Quant Guide for second year running
UK’s Imperial ranks sixth; first university from mainland China features
BofA nabs top market risk quant from Deutsche
Move for senior risk analytics exec comes as go-live for FRTB approaches
Podcast: Andrew Dickinson on CCPs’ defence mechanisms
Trades’ size limits, membership rules and more transparency key to avoid another CCP default
In factor timing, ‘where?’ matters as much as ‘when?’
Goldman quants’ thought experiment shows timing works best for low-Sharpe strategies
Dark materials: how one academic is delving into data
David Hand shines a light on dark data and the dangers of distortion by absence
Stock-picking finds unlikely champion in ex-Winton CIO
Matthew Beddall’s Havelock restyles value investing for the big data age
How pre-trade IM calculation can optimise and reduce collateral drag
With firms under pressure to make their systems compliant with uncleared margin rules (UMR), the increase in margin requirements has put further strain on the availability of high-quality liquid assets. Mohit Gupta, senior product specialist at Cassini…