Quant News http://www.quantnews.com Quant News http://www.quantnews.com http://www.quantnews.com/images/favicons/apple-icon-76x76.png en-US Wed, 29 Mar 2017 16:56:54 +0000 Wed, 29 Mar 2017 10:56:15 +0000 BlackRock signals active overhaul with shift to quant (ftadviser.com) http://www.quantnews.com/redirect.php?hid=11058&source=RSS Wed, 29 Mar 2017 10:56:15 +0000 Stock Return Prediction with Fully Flexible Models and Coefficients (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11057&source=RSS Wed, 29 Mar 2017 01:00:21 +0000 Using Natural Language Processing Techniques for Stock Return Predictions (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11056&source=RSS Wed, 29 Mar 2017 00:00:29 +0000 Analysis of Realized Volatility for Nikkei Stock Average on the Tokyo Stock Exchange (arxiv.org) http://www.quantnews.com/redirect.php?hid=11055&source=RSS Tue, 28 Mar 2017 23:00:15 +0000 Non-parametric and semi-parametric asset pricing (arxiv.org) http://www.quantnews.com/redirect.php?hid=11054&source=RSS Tue, 28 Mar 2017 22:00:16 +0000 Naive Risk Parity Portfolio with Fractal Estimation of Volatility (arxiv.org) http://www.quantnews.com/redirect.php?hid=11053&source=RSS Tue, 28 Mar 2017 21:00:14 +0000 A Gentle Introduction to Value at Risk (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11052&source=RSS Tue, 28 Mar 2017 20:00:28 +0000 Higher-Order Moments of Fundamentals: A Literature Review (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11051&source=RSS Tue, 28 Mar 2017 19:00:27 +0000 Modelling Foreign Exchange Rate Transaction Exposure of UK Insurance Companies: A Cash Flow-Based Methodology (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11049&source=RSS Tue, 28 Mar 2017 15:01:09 +0000 Do Fears over Algo Trading Add Up? (straitstimes.com) http://www.quantnews.com/redirect.php?hid=11048&source=RSS Tue, 28 Mar 2017 09:40:16 +0000 Orthogonal Expansions for VIX Options Under Affine Jump Diffusions (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11047&source=RSS Tue, 28 Mar 2017 08:00:53 +0000 The Impacts of Interest Rate on Stock Market: Empirical Evidence from Dhaka Stock Exchange (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11046&source=RSS Tue, 28 Mar 2017 04:00:30 +0000 Towards a probability-free theory of continuous martingales (arxiv.org) http://www.quantnews.com/redirect.php?hid=11043&source=RSS Tue, 28 Mar 2017 01:00:14 +0000 Emergence of world-stock-market network (arxiv.org) http://www.quantnews.com/redirect.php?hid=11042&source=RSS Tue, 28 Mar 2017 00:00:17 +0000 Microstructure under the Microscope: Tools to Survive and Thrive in The Age of (Too Much) Information (arxiv.org) http://www.quantnews.com/redirect.php?hid=11040&source=RSS Mon, 27 Mar 2017 22:00:17 +0000 A Numerical Method for Pricing Discrete Double Barrier Option by Legendre Multiwavelet (arxiv.org) http://www.quantnews.com/redirect.php?hid=11039&source=RSS Mon, 27 Mar 2017 21:00:14 +0000 Global Portfolio Diversification for Long-Horizon Investors (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11038&source=RSS Mon, 27 Mar 2017 20:00:32 +0000 Elliptical Black-Litterman Portfolio Optimization (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11037&source=RSS Mon, 27 Mar 2017 19:00:33 +0000 Conditional Equity Premium and Aggregate Investment: Is the Stock Market a Sideshow? 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(papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11034&source=RSS Mon, 27 Mar 2017 16:00:30 +0000 Implied Volatility Changes as Evidence of Stock Price Disequilibrium (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11030&source=RSS Mon, 27 Mar 2017 09:00:27 +0000 Hedge Funds Are Training Their Computers to Think Like You (bloomberg.com) http://www.quantnews.com/redirect.php?hid=11029&source=RSS Mon, 27 Mar 2017 08:46:32 +0000 Asset Return & Camel Process: Beauty and the Beast (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11026&source=RSS Sun, 26 Mar 2017 18:00:28 +0000 Reversals in Global Market Integration and Funding Liquidity (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11024&source=RSS Sun, 26 Mar 2017 15:00:31 +0000 Systemic Risk Contribution from Financial Network in the UK (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11020&source=RSS Sat, 25 Mar 2017 19:00:27 +0000 Can Volume Predict Bitcoin Returns and Volatility? 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