Exchange Rate Forecasting on a Napkin

This paper by Michele Ca’Zorzi and Michał Rubaszek claims to offer a formula for exchange rate forecasting so simple it can be calculated on the back of a napkin. The ‘back of…

Read More Research

Quantnews Monthly Digest | June Issue

Your monthly news & research update for all things quant trading This month, Quantnews partnered with systematic trader Rob Carver* to learn about his unique backtesting method to avoid overfitting,…

Read More Newsletter