Wilmott

Harry Markowitz: An Appreciation Part I

11 July 2023 Editor Comments Off

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

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Harry Markowitz 1927 – 2023

25 June 2023 Editor Comments Off

“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 […]

Data from AI news analytics pioneer Blu Analytics shows that negative Twitter news is not the main driver of the Tesla share price despite claims the high-profile acquisition is hitting the stock market performance of […]

Congratulations to the January 2022 CQF Graduates

21 November 2022 Editor Comments Off

Congratulations to the latest graduates from the Certificate in Quantitative Finance (CQF). This is the 39th cohort of students to complete the master’s-level, online program.

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William T. Ziemba 1941-2022

27 June 2022 Editor Comments Off

On the sad event of Bill Ziemba’s passing Wilmott extends its condolences to Bill’s family, friends, and colleagues.

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Marco Avellaneda: Tributes from the Quant Community

17 June 2022 Editor Comments Off

In remembrance of Marco Avellaneda here we publish tributes from the Quant Community in the order that Wilmott received them.

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Regression Based Alpha Strategies Using Sentiment

15 June 2022 Editor Comments Off

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 […]

Marco Avellaneda 1955 – 2022

13 June 2022 Editor Comments Off

“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 […]