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Articles

July 2007

News Amaranth and its prominent trader Brian Hunter prosecuted

The CTFC lodged a complaint against the Amaranth hedge fund and its former prominent trader Brian Hunter for attempting to manipulate prices on the natural gas futures market...

June 2007

Interview Marc Touati: «Enough of those top guys who think that the more obtuse they are, the more intelligent they will appear»

He was a 27 year-old economist, head of Natexis! Known for his direct way of speaking, Marc Touati gives us his version on the career development of a strategist...

March 2007

Profile Quantitative Analyst: a dream career for young mathematicians

Each year, more and more young engineers or science graduates are interested in this career. But how does one become a “quant” ?

March 2007

Note Towards a behavioral portfolio theory

a major problem facing the asset management industry is the creation of portfolios that generate maximum profitability while being consistent with the risk profile of investors...

January 2007

Interview Elie Ayache : « The trading of derivatives products has nothing to do with the probability distributions»

He was among the first volatility traders in the matif ! ITO33 Founder and former head of research at Dexia AM, Elie Ayache gives us his thoughts on the derivatives markets he defines as the technology...

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