News
Goldman Sachs Pours Doubt on AI Future
Will GenAI Make a Dent in the Quant Ecosystem? If 2023 was the year of the GPT then 2024 has been the year of reality checks, reflection and knowing that no one can really predict anything ten […]
News
Articles
Distant Drums
Dim drums throbbing, in the hills half heard,Where only on a nameless throne a crownless prince has stirred,Where, risen from a doubtful seat and half attainted stall,The last knight of Europe takes weapons from the […]
CQF/i
Trading Particles for Portfolios: New QuantSpeak Episode with Emanuel Derman
Emanuel Derman makes a very welcome appearance on the latest episode of the CQF Institute podcast, QuantSpeak. Hosted by Wilmott Editor, Dan Tudball, the episode delves deep into Derman’s fascinating journey from a Polish-Jewish community […]
News
Jim Simons 1938 – 2024
The mathematician, quant finance pioneer and philanthropist, Jim Simons has died at the age of 86. James Harris Simons was born on April 25th, 1938, in Newton, Massachusetts and raised in Brookline. Studying at MIT […]
News
Jensen’s Interceptor, Are Coders Redundant?
The NVIDIA CEO Jensen Huang has been on the media rounds over the last month, ramping up the share price and market cap of the company that he steers. Huang has even done an interview […]
Articles
Acadia’s Open-Source Risk Engine (ORE) – How its Expanded Functionality Provides a Real Choice for Firms
By Scott Sobolewski, Partner at Acadia What is ORE? Acadia has successfully supported the non-cleared derivatives market through regulatory compliance of all six phases of the global Uncleared Margin Rules and emerged as a key […]
Articles
Harry Markowitz: An Appreciation Part II
Harry Markowitz, the creator of modern portfolio theory, Nobel Laureate and John von Neumann Theory Prize winner passed on June 22, 2023. Who was Harry Markowitz and how did his mind work? John Guerard, having worked for, worked with, and co-authored papers for years with Harry Markowitz knows who he is. In Part II of this appreciation Dr Guerard discusses Markowitz’ academic career, his years as a consultant and entrepreneur, recognition, awards and his lasting impact on quantitative finance
Articles
Harry Markowitz: An Appreciation Part I
Harry Markowitz, the creator of modern portfolio theory, Nobel Laureate and John von Neumann Theory Prize winner passed on June 22, 2023. Who was Harry Markowitz and how did his mind work? John Guerard, having worked for, worked with, and co-authored papers for years with Harry Markowitz knows who he is. In Part I, Dr Guerard discusses Markowitz’ early career through to 1972
News
Harry Markowitz 1927 – 2023
“My portfolio theory says you, the investor have to pick out a universe of stocks; it may not be stocks, it may be asset classes, and you can have very detailed asset classes, or you […]
CQF/i
What Could You Earn As A Quant?
The past few years have seen turbulent times for the global financial markets. Challenges include the COVID-19 pandemic, the war in the Ukraine, pressure on energy supplies in Europe, and rising inflation which has […]