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The latest research and news for quantitative traders


Is Low Volatility High Risk? (nasdaq.com)

Gartner Hype Cycle For Emerging Technologies, 2016 Adds Blockchain & Machine Learning For First Time (forbes.com)

Dutch High-Frequency Trader Sees Scrutiny From China Securities Regulator (wsj.com)

Quant Hot Hand Goes Cold in U.S. as Low-Volatility Trade Recedes (bloomberg.com)

An Interview with Vishal Goklani, Founder & CEO of METRICLE (quandl.com)

Trending academic research:

See also: Most popular SSRN papers

City Goes Dark: Aggregated Market Quality Implications of Dark Trading abstract

Volatility Discovery abstract

Foreign Exchange Market Performance: Evidence from Bivariate Time Series Approach abstract

Option Pricing Models abstract

Option Pricing Methods in the Late 19th Century abstract

Improving on Daily Measures of Price Discovery abstract

Causality and Correlations between BSE and NYSE indexes: A Janus Faced Relationship abstract

Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads abstract

Rethinking Financial Contagion abstract

Bubble Detection and Sector Trading in Real Time abstract

When a Mature Technology Company Pivots: A Case Study of Logitech abstract

Short-Time Expansions for Call Options on Leveraged ETFs Under Exponential Lévy models With Local Volatility abstract

Monetary Policy Uncertainty and Bond Risk Premium abstract

Order Anticipation in Large Order Executions abstract

Globalization and Asset Returns abstract

Proposal for an Innovative Security for Retirees abstract

Financial Market Dynamics: Superdiffusive or not? abstract

Quantile Dependence between Stock Markets and its Application in Volatility Forecasting abstract

Decoding Chinese Stock Market Returns: Three-State Hidden Semi-Markov Model abstract

The Randomised Heston Model abstract


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