Practical analysis for investment professionals

Quantitative Methods


How to Build Better Low Volatility Equity Strategies  

Not all low volatility strategies are created equal. Many lack the diversification and risk control needed to guard against concentration and macro risk.

Harvesting Equity Premia in Emerging Markets: A Four-Step Process

There is hope for investors seeking a robust emerging market equity strategy to complement their other equity investments.

The Benefits of Using Economically Meaningful Factors in Financial Data Science

As machine learning (ML) and data science become ever more integrated into finance, which factors should we consider for our ML-driven investment models and how should we select among them?

ChatGPT: Copilot Today, Autopilot Tomorrow?

How can quant and fundamental analysts apply LLMs like ChatGPT? How effective a “copilot” can these technologies be?

ChatGPT: The Origins, the Hype, the Opportunity

For most investment managers, ChatGPT represents the starting whistle in a tech arms race many had hoped to avoid.

Book Review: Asset Allocation

William Kinlaw, Mark Kritzman, and David Turkington offer advice on a wide range of asset allocation topics, backing up their recommendations with solid quantitative analysis.

Bridging the Fundamental–Quant Divide

Where is the common ground between quant and fundamental investing?

Dan Joldzic, CFA: Natural Language Processing in a Big Data World

"We are living in a Big Data World," Dan Joldzic, CFA, says. "No single analyst or team of analysts can capture all the information on their positions."

Machine Learning: Explain It or Bust

Interpretability is paramount in machine learning.

Book Review: Algo Bots and the Law

Gregory Scopino provides a deeply detailed journey through the history of futures and derivative markets regulation.



By continuing to use the site, you agree to the use of cookies. more information

The cookie settings on this website are set to "allow cookies" to give you the best browsing experience possible. If you continue to use this website without changing your cookie settings or you click "Accept" below then you are consenting to this.

Close