Quants Financial Trading Industry News, Articles & Insight
- Saxo Bank to set up a new quant unit
1st November 2017 - Jesper Andreasen and Hans-Jørgen Terp Flyger join Saxo Bank to offer clients access to new risk tools
- NEX Markets launches NEX Quant Analytics
27th September 2017 - Service is available to EBS clients and combines analytic capabilities and access to EBS benchmark trading data
- Academic paper unveils evidence of manipulation of VIX settlement prices
26th May 2017 -
- Thomson Reuters launches QA Point powered by Elsen
12th April 2017 - Thomson Reuters provides accessibility to quantitative analysis for buy-side with launch of QA Point powered by Elsen.
- CBA taps QxBranch for quantum computing simulator
10th April 2017 - QxBranch releases quantum computing simulator for the Commonwealth Bank of Australia.
- Quantopian makes first multi-million dollar allocations to crowd-sourced algorithm authors
6th April 2017 - Algorithm authors discovered and funded in 8 countries on 5 continents.
- Quantlab buys Teza high speed trading tech
22nd March 2017 - Quantlab Financial announces acquisition of certain technology and intellectual property assets from Teza Group.
- IBM Cloud to deliver quantum computing systems
6th March 2017 - Following Watson and blockchain, quantum computing to deliver next set of services on IBM Cloud platform.
- Axioma: Five trends for asset managers in 2017 as Europe takes centre stage
20th December 2016 - Ian Webster, COO at Axioma, outlines five key trends which could shape the European asset management landscape in 2017, including: active managers turning to quants; analytics getting smarter; and increasing regulatory pressure.
- Oanda appoints Neil McDonald Head of Trading
1st December 2016 - Neil McDonald joins OANDA as Global Head of Trading and Quantitative Analytics.
- Options migrates Systematica platform
30th November 2016 - Options completes trading platform migration for Systematica Investments.
- Quantopian raises USD 25 million in Series C funding round
14th November 2016 - Quantopian raises $25 million led by the venture capital firm, Andreessen Horowitz. Tops 100,000 Members for algorithmic trading platform and educational community.
- Teza Technologies to withdraw from prop trading arena
10th November 2016 - Firm wants to transform into hedge fund.
- Oxford University announces appointment to Man Professorship of Quantitative Finance
12th October 2016 - University of Oxford appoints Mihaela van der Schaar to the Man Professorship of Quantitative Finance.
- Quantopian hires Dragan Skoko as Head of Trading
22nd July 2016 -
- Quantopian hires Derek Meisner as General Counsel and Chief Compliance Officer
4th June 2016 - New appointment enhances compliance and operations as firm prepares to manage external monies.
- Fidelity taps S&P 'Alpha Factor' model for stock research tool
20th April 2016 - Alpha Factor Library from S&P Global Market Intelligence helps investors identify and analyze investment opportunities
- Crowd-sourced quant investment firm lands in Australia - Quantopian
21st March 2016 - Quantopian will launch in Australia and Singapore this week, with a series of outreach events for local practicing and aspirational quants.
- Numerix introduces "Hot-start" Initialization of the Heston Model.
7th December 2015 - Numerix introduces "Hot-start" Initialization of the Heston Model.
- For Python Quants Conference
18th November 2015 - The Conference for those working in finance and using Python
- Mazars selects Numerix CrossAsset analytics for actuarial advisory services
27th October 2015 - Mazars' advisory services clients leverage Numerix Analytics for model validation, price verification and EMIR compliance.
- Wall Street Horizon partners with Deltix
26th October 2015 - Wall Street Horizon corporate event data now available through the Deltix QuantOffice research platform.
- Best of the blogs - A quant's approach to getting sentimental about security selection
21st October 2015 - How can investors harnessing a security selection process integrate qualitative metrics like investor sentiment? By Joe Importico, VP, Analytics Specialist, FactSet.
- Numerix exposes real world algorithmic exposures for advanced risk measures
30th September 2015 - Numerix introduces new quantitative innovation for enterprise risk management with Las Vegas Monte Carlo and resampling technique.
- Sentimental smarts
29th September 2015 - The era of unstructured information flow has made quant shops keenly interested in news sentiment analysis. Automated Trader finds out what the latest developments are and what's getting practitioners excited about the future.
- Sentimental quant
28th September 2015 - Sentiment Alpha is an investment management firm that generates quantitative trading strategies from sentiment analysis techniques combined with large-scale media data - including sources such as Twitter, blogs, news and broadcast. CEO Jae Hong Kil tells Automated Trader about the firm's foundations and his hopes for the future.
- FactSet Insight blog: A quant's approach to getting sentimental about security selection
21st July 2015 - How can investors harnessing a security selection process integrate qualitative metrics like investor sentiment? By Joe J. Importico, VP, Analytics Specialist, FactSet.
- Risk modelling quants get top pay in MBO
8th July 2015 - Salary benchmarking site Emolument.com reports on which middle & back office jobs pay the most.
- Risk Navigator
22nd June 2015 - Katy Kaminski considers herself a divergent risk taker. And though this meant that she tried many different things, ultimately, she pursued her love of mathematics on a path to quantitative finance. Now, she researches divergence and convergence, and applies it to financial markets as a director of research at Campbell & Company, a US-based CTA that's been around over 40 years. We talk to Kaminski about theory, strategy and tech.
- Risk & Return QIF 2015: Managed futures death greatly exaggerated
12th June 2015 - Since 2011, investors and industry have been declaring the death of managed futures, an alternative investment category that involves long and short derivatives positions across asset classes. But players in the space beg to differ, and can demonstrate performance drivers to show they're alive and kicking. Thomas Pasturel gives us his first-hand account of the Risks & Returns Quantitative Investment Forum and talks to Pierre Thauvette, head of Quantitative Research at Claret.