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Tag: Quantitative research

Derivatives
Investments & markets
Should data science be a area of mathematics or a science by itself? Raphael Douady, a prized financial market academic, contends that it is a science...
Crypto
Investments & markets
You remember our cryptocrook? Quant WizKid, market-neutral hedge fund, Cryptocurrency arbitrage great returns, $90m AUM... Except that it was a Ponzi. His sentence just came out:...
Investments & markets
News
Medallion is Renaissance’s flagship fund. It was up 75% in 2020. Unfortunately, it manages only the employees’ money. All the other investors were down ~30% during the...
Derivatives
News
Skew is well explained by the sum of TWO return expectation Gaussians. The model reviews these distributions and leads to an interesting market structure interpretation, with...