Year: 2017

News

Capital Calculations For a Million Trades Takes Seconds

2 April 2017 Editor Comments Off on Capital Calculations For a Million Trades Takes Seconds
Markit FRTB Studio, an aggregation and capital analytics engine, has processed a portfolio of one million trades in single-digit seconds on a European bank’s Hadoop infrastructure as part of a successful proof-of-concept. This high-speed performance […]
Julia

Julia Seminar for Quants in London

27 March 2017 Editor Comments Off on Julia Seminar for Quants in London
Last week’s Julia in Finance seminar in partnership with the CQF Institute, held in London, was a great success.  More than 370 finance professionals registered online or attended in person. Along with customer and partner […]
Paul's Blog

Ed Thorp: A Man For All Markets

21 March 2017 Paul Comments Off on Ed Thorp: A Man For All Markets
The book we’ve been waiting for, the full story of Ed Thorp’s career in mathematics, science, gambling, and finance. An inspiration for us mortals. From Amazon: The incredible true story of the card-counting mathematics professor […]
Julia

Julia In Finance Seminar

5 March 2017 Editor Comments Off on Julia In Finance Seminar
16 March, 6.00pm – 9.00pm GMT Fitch Learning, 55 Mark Lane, London, EC3R 7NE In partnership with Julia Computing, the CQF Institute invites you to attend this upcoming free seminar. Attend live in London or […]
Articles

Order Book Visualization

5 March 2017 Editor Comments Off on Order Book Visualization
Tsachi Galanos of Bookmap describes the firm’s novel solution to Limit Order Book Visualization and analysis Roughly two years ago, we shifted our company’s focus from proprietary trading activity, dealing mainly with HFT algorithms, to […]
Articles

All Change

19 February 2017 Editor Comments Off on All Change
SciComp Inc has been a major provider of derivatives pricing and risk models for two decades. Dean Tallam discusses the firm’s outlook on technology in the quantitative finance space for 2017 We believe financial service […]
Wilmott Inner Circle

Monte Carlo Simulation Of Long-Term Dependent Processes: A Primer – Wilmott Magazine Article – Carlos León & Alejandro Reveiz

3 February 2017 Editor Comments Off on Monte Carlo Simulation Of Long-Term Dependent Processes: A Primer – Wilmott Magazine Article – Carlos León & Alejandro Reveiz
You’ve just tried to access content that is only available to WILMOTT INNER CIRCLE members! Membership of WIC is a simple, free, upgrade to ordinary membership of wilmott.com. All we need is a bit more personal […]
Wilmott Inner Circle

Steering A Bank Around A Death Spiral: Multiple Trigger CoCos – Wilmott Magazine Article – Jan De Spiegeleer & Wim Schoutens

19 January 2017 Editor Comments Off on Steering A Bank Around A Death Spiral: Multiple Trigger CoCos – Wilmott Magazine Article – Jan De Spiegeleer & Wim Schoutens
You’ve just tried to access content that is only available to WILMOTT INNER CIRCLE members! Membership of WIC is a simple, free, upgrade to ordinary membership of wilmott.com. All we need is a bit more personal […]