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...
Kathryn Kaminski, Chief Research Strategist and Portfolio Manager at AlphaSimplex, will be moderating a panel at our upcoming Time Summit on April 30th / May 1st, in Pinehurst, NC. This panel will be...
There was a piece in the Financial Times last week entitled “New crop data providers cash in on US shutdown” (paywall). It detailed how the US government shutdown impacted many areas of businesses...
There was an opinion piece recently posted on Bloomberg titled “Why the Quants Aren’t Adding Up.” In it, Satyajit Das describes why the recent relative underperformance of quantitative strategies (by...
Starting in 2013 Domeyard did what today sounds impossible: build an investable HFT firm from scratch. The firm believes a meaningful part of its success is due to its highly flat managerial...
