Practical analysis for investment professionals

Quantitative Methods


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.

Public Pension Funds: Cost Matters with Closet Indexers

What impact does cost have on public pension fund performance?

Book Review: The Man Who Solved the Market

James Simons has lived a life that begs for a biographer.

Roger G. Ibbotson: What Works in Asset Allocation

How important is asset allocation? Roger G. Ibbotson shared his insights.

Applying AI and Big Data in Investing: Four FAQs

The AI Pioneers in Investment Management report has inspired some compelling questions — and answers.

Book Review: Financial Econometrics

Oliver Linton provides a good reference work for key financial econometric topics and extensions over the past 20 years.

What Can AI and Big Data Do for Finance?

Larry Cao, CFA, shares the major revelations from his AI Pioneers in Investment Management report.

Smart Beta vs. Alpha + Beta

Can we create a simple and clean equity portfolio by separating alpha from beta?