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Can Warren Buffett Also Predict Equity Market Downturns?
In this paper, Dr. Sébastien Lleo and Dr. William T. Ziemba investigate whether this ratio is a statistically significant predictor of equity market downturns.
Thu 23 Jul 2015
Review of the For Python Quants Conference
CQF delegate Barbara Mack, shares her thoughts on the 2015 For Python Quants Conference in New York.
Mon 15 Jun 2015
An Introduction to Quantitative Finance
In this article, Dr. Randeep Gug, gives a brief introduction to quantitative finance.
Tue 2 Jun 2015
Backtesting Trading Strategies Using Wolfram Finance Platform
This white paper explores one possibility for evaluating portfolio performance using the Wolfram Finance Platform, describing it's thought process.
Wed 29 Apr 2015
The Honest Truth about Dishonesty: Market Manipulation and Why Some Strings are More Powerful than Others
This short piece by Edward Talisse looks at the ways in which financial institutions and individuals have manipulated the market over the years and what it means for the future.
Fri 24 Apr 2015
Local Volatility FX Basket Option on CPU and GPU
In this article, Jacques du Toit and Isabel Ehrlich study a basket option written on 10 FX rates driven by a 10 factor local volatility model.
Wed 8 Apr 2015
Risk Management: A Review
Dr. Sébastien Lleo presents CQF Institute members with his review in Risk Management.
Wed 1 Apr 2015
CUDA Programming Using Wolfram Finance Platform
This document describes the benefits of CUDA integration in Wolfram Finance Platform and provides some applications for which it is suitable.
Wed 25 Mar 2015
The Meerkat Effect: Personality and Market Returns Affect Investors’ Portfolio Monitoring Behavior
In this article the authors apply generalised non-linear mixed effects models to test for this selective information monitoring at an individual level in a new sample of active online investors.
Mon 9 Mar 2015
Black-Litterman in Continuous Time: The Case for Filtering
Dr. Mark Davis and Dr. Sébastien Lleo extend the Black–Litterman approach to a continuous time setting.
Fri 13 Feb 2015
