The logic of the carry trade is quite enchanting. Cheap funding, an attractive spread and the assumption that nothing is going to change all together make for fun of the highly levered variety. It’s that […]
Ever shrinking margins and the continued mass adoption of FX trading platforms present only one possible solution from the sell side perspective: increase volume. At first blush, not too daunting perhaps, since the product range […]
“One thing that’s always puzzled me a bit is why quantum mechanics has been around for over a century, but it hasn’t really worked its way into other areas,” David Orrell, author of Quantum Economics […]
Spikes of considerable magnitude have become more common in equity markets, particularly over the last three years. This phenomenon has provided an opportunity to re-examine traditional approaches to predicting value and risk. Ongoing research by […]
Uwe Wystup, well known to Wilmott Magazine readers for his FX column, recently spared some time to catch us up on current developments in the FX space from a quantitative perspective. Late February through March […]
Professor Mark Joshi was born on 2 March 1969 and grew up in Dunblane, Scotland. He studied mathematics at, Hertford College, University of Oxford, finishing at the top of his year in 1990 and winning […]
By Nicholas G. Colon A few times in every generation a person comes along that makes a significant impact on the world. Rare or lucky are those that can do this. And then there are […]
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 […]
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 […]
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 […]
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