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Selected articles linked to quantitative finance
Articles
Note New EDHEC-Risk Institute study addresses Volatility ETNs following the Credit Suisse TVIX controversy of early 2012
Gaining exposure to volatility has become easier for investors after the introduction of volatility ETNs (exchange-traded notes) and volatility ETFs (exchange-traded funds) and some of these products have enjoyed a surge in (...)
Opinion Financial correlations and loss of common sense
Isn’t correlation in finance charlatanry? We analyze this question through 4 situations that have been observed on financial markets with final investors, asset managers and proprietary traders.
Opinion Robots have taken power in finance
Describe the real world with numbers is a trend that seems to be accelerating. Thus, digital technology is associated with financial models to show that we (human) interact with our environment using mathematical (...)
Stories Axa Rosenberg: a $217 million bug.
The American quantitative management firm is struggling to get over a scandal that originated from an IT error and which lead 600 of its clients to lose money.
Note Assessment of the true risks of Exchange-Traded Funds (ETFs)
According to EDHEC-Risk Institute, any discussion of the risks inherent in ETFs should go beyond merely hypothesising about potential risks, and should also take into account the empirical evidence provided by the existing academic research on (...)
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