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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: “Contents,” Wilmott, vol. 2022, iss. 120, p. 1–1, […]

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

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 […]

Articles

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). […]

News

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 […]