News
William T. Ziemba 1941-2022
On the sad event of Bill Ziemba’s passing Wilmott extends its condolences to Bill’s family, friends, and colleagues.
Month: June 2022
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WILMOTT Magazine: July 2022 issue
Volume 2022, Issue 120. Pages 1-84 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. In this issue: D. Tudball, “Contents,” Wilmott, vol. 2022, iss. 120, […]
Articles
Remembering Marco
Lixin Wu: “We should celebrate his life. A life with numerous contributions to quantitative finance and beyond and a life that enriched numerous others’, including mine.”
News
Marco Avellaneda: Tributes from the Quant Community
In remembrance of Marco Avellaneda here we publish tributes from the Quant Community in the order that Wilmott received them.
News
Regression Based Alpha Strategies Using Sentiment
Using regression-based analysis on news sentiment[1] can provide higher returns while limiting maximum monthly drawdown and risk. Alexandria uses an elastic net regression calibrated on a rolling 10-year window to rank stocks by sentiment; the […]
Articles
“That Crazy Boy from Búzios!”
In 2013 Marco Avellaneda discussed his life and career with Dan Tudball. In Marco’s memory Wilmott re-publishes the full article that featured on the cover of the September 2013 issue.
News
Marco Avellaneda 1955 – 2022
“The beautiful French Bourbakian edifice of mathematics is really some re-elaboration of the fact that it’s all about science, it’s all about borrowing from actual observation. Pythagoras’ theorem is from a guy who wanted to […]