News

In Memoriam: Professor Mark Joshi

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 […]

News

Ed Thorp: How Did You Do It?

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 […]

News

Capital Calculations For a Million Trades Takes Seconds

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 […]

Julia

Julia Seminar for Quants in London

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 […]

Julia

Julia In Finance Seminar

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 […]

Julia

Julia Enters Top 50 Programming Languages

  Julia, a numerical computing language, took its place among the top 50 computer programming languages in September 2016, according to the TIOBE Programming Community Index, an index of the world’s most popular programming languages: […]

News

Mathematica: Going To Eleven

Stephen Wolfram’s recent blog post on the launch of Mathematica and Wolfram Language 11 presents a number of innovations that Quants will find worth exploring In an extensive blog post to mark the launch of […]

News

Misys Supports Banks with FRTB Compliance

Misys is supporting the banking community as it prepares for Basel’s Fundamental Review of the Trading Book (FRTB). The regulation, which overhauls the market risk capital charge calculation, has significant ramifications which must be addressed […]