News
Vol Surfaces: FMD Expands FX Options Offering
Fenics Market Data FXO 2.0 combines machine learning with improved analytics in upgrade to its FXO volatility service […]
Volatility
News
Weather Forecast Data and Analytics on ICE Connect Platform
ICE customers can now see how changing weather patterns influence market prices […]
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What’s In Store For Convertible Bonds? Have Your Say
The convertible bonds market has witnessed an unprecedented level of activity over the last 18 months. What does the quantitative finance community think the next twelve months hold in store? Your answers will help us build a picture […]
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What’s in Store for Convertible Bonds?
Convertible Bond Issuance Shattered Records in 2020 and Continues Apace This Year. For the Market New Sophistication and Technological Complexity Are Now Spreading Fast Says Serge Kouyoumjian of ITO33 […]
Events
Bhatti, Ballotta, Bouchaud: Upcoming CQF Institute Events
Tanveer Bhatti, Laura Ballotta, Jean-Philippe Bouchaud scheduled to deliver talks for CQF Institute Members […]
News
From arXiv
Wilmott picks interesting new submissions from the arXiv qfin list so you don’t have to […]
Articles
Strange News From the Volatility Surface
“It was a rather exciting year,” Dr. Timothy Klassen, CEO of Vola Dynamics LLC, says with some understatement, as he reflects on 2020. Vola’s analytics library, which produces easy-to-use, tradeable, and real-time volatility surfaces, proved […]
News
“They Were Absolutely Convinced This Was Ready For The Dustbin”
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 […]
Wilmott Inner Circle
Optimal Capital Growth Versus Black Swan Insurance Part I: Mediocristan
You’ve just tried to access content that is only available to WILMOTT INNER CIRCLE members! Membership of WIC is a simple, free, upgrade to ordinary membership of wilmott.com. All we need is a bit more personal […]
Articles
The Swiss Army Knife of Option Analytics
Vola Dynamics provides analytics for options trading and risk management,as well as portfolio, PnL, and scenario analysis. Since its founding in New York in 2016, it has quickly established itself as the only third-party vendor […]