Quantitative finance
WHAT IS THIS? Quantitative finance is a field of applied mathematics concerned with financial markets. In banking, it spread from the pricing of derivatives to the modelling of credit, market and operational risks. Today’s quantitative analysts are scattered across a range of functions, from risk management and model validation, to data science, algorithmic trading and regulatory compliance.
Quant fund approaches need refining in China market
Rich pickings are available but market fundamentals differ from Europe and the US
Investors want to know logic behind machine learning
Big data tools a hard sell without clear explanations, says Winton researcher
Quant ideas: Do we need realistic models?
Realistic models not necessarily a prerequisite for successful risk management
Anatomy of a model: Valuation of physical assets
Quant ideas paper dissects layers of valuation models for physical assets
Piterbarg leaves Barclays; bank names new head quant
UK bank's head of quantitative analytics leaves after 10 years
Battery storage to transform power market models
Technological breakthrough could rewrite the rules of power trading
Energy trading firms may rue the decline of quants
New areas for quant research are in abundance, but resources are not
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…
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
