Insights

As passive strategies continue to gain market share, Thiel Macro’s Michael Green has been considering the implications. In a thought-provoking presentation, Michael builds an interesting thesis,...

Many correlate the overall health of the crypto industry with the price of Bitcoin. While prices plummeted across the board in 2018 it has been accompanied by continued development in new and...

Nicolas Girod, Head of Markets at ClearBlue Markets, reviews data on today’s carbon markets and how they came to be.

The search for alpha requires dealing in unknowns. Some are known unknowns; others we’re completely blind to. To make progress, we simplify, abstract and employ models (mental and/or quantitative),...

The search for alpha requires dealing in unknowns. Some are known unknowns; others we’re completely blind to. To make progress, we simplify, abstract and employ models (mental and/or quantitative),...

Even with terabytes stored in servers and observations over multiple decades, there’s actually very little data at our disposal in finance. Michael gives a fantastic presentation revealing the...

Ed Rzeszowski (Blackrock) leads a panel exploring a variety of timely questions facing practitioners of quantitative investing strategies. The panel includes Michael Brandt (QMS Capital Management),...

Analyzing scenarios and answering “What happens if?” is a subtly complex problem. Ewan walks through the technical challenges of such an exercise, revealing what’s gained, and also the new questions...

In a world where a lot is mispriced by a little and little is mispriced by a lot, how should managers respond? Josh sees an important, thought provoking and fundamental tradeoff in this question.

Jim Simons recently participated in three interviews hosted by MIT, covering mathematics, finance, and philanthropy. These are rare and lengthy conversations with one of the industry’s most...