Using Zweig’s Monetary and Momentum Models in the Modern Era

This column is written jointly by John Swetye of Hypernormal Enterprises, Darien, CT and William T. Ziemba and an earlier version was published
in: John Swetye & William T. Ziemba (2016) Using Zweig’s monetary and momentum models in the
modern era, Quantitative Finance Letters, 4:1, 35–39, DOI: 10.1080/21649502.2015.1165917. A version of
this article will also appear in Stock Market Crashes: Predictable and Unpredictable and What to do About Them (World Scientific, 2017). […]


SOFR Academy Appoints Alex Edmans to Panel of Advisors

London Business School Professor of Finance joins academics from Harvard University, the University of California Berkeley, New York University, the University of Oxford, and Tsinghua University, as well as experienced financial services professionals […]

Wilmott Inner Circle

A Man for all Markets

In lieu of the conversation with Ed Thorp that everybody would
benefit from, we finally have his autobiography, A Man for All
Markets. Dan Tudball speaks to Ed about the book… […]


Congratulations to the June 2021 CQF Graduates

Congratulations to the latest graduates from the Certificate in Quantitative Finance (CQF). This is the 38th cohort of students to complete the master’s-level, online program and a fantastic achievement for all who have done so […]