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
07
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 […]