Menu
Research
News and Opinion
Consulting
Sample Projects
Executive Training
Events and Podcasts
Upcoming Events
Webinar and Panel Replays
Podcasts and Interviews
Directories
Agent Lenders
Buy-side Treasury Systems
Securities Finance Data Providers
Securities Finance, Repo and Collateral Technology Vendors
Data
Hedge Fund/Prime Brokerage Relationships
Repo Analytics
Securities Financing Transactions Regulation (SFTR)
US Mutual Fund and ETF Filings in Securities Lending
US OTC Equity Derivatives
US Treasury Repo Benchmarking
About
About Us
Subscription Options
Pay for Finadium Services Here
In The News
Join Our Mailing List
Member Login
Member Login
Username
Password
Remember me
Reset password
Find user name
Create an account
quants
Home
quants
SFM Interview: Causality Link on what ChatGPT means for financial markets
SFM Interview: DTCC’s Lind on empirical data for pricing the new world order
Cuemacro: political market making – trading financial markets using Thorfinn political indices
Bloomberg: China’s quants are “latecomers” to tech and algos, but have home advantage
Bloomberg: how Wall Street quants are fighting coronavirus
bfinance: did hedge funds, multi asset and ARP deliver for investors in Q1?
Buy-side scrutinizes market neutral performance under stress (Premium)
Quant researchers advise shift to “nowcasting” among lessons learned in market sell-off
Quant view on reinforcement learning and quantum computing in trading (Premium)
Sneak peek: Battle of the Quants in London – December 10
Thasos launches alt-data beta program for hedge funds
FactSet: how data sources are shaping quant future
What the early days of crypto markets are like to trade (Premium)
The overlapping of quant and tech teams in capital markets (Premium)
Member Login
Username
Password
Remember me
Reset password
Find user name
Create an account
Subscribe for access
Menu
X
Username
Password
Remember me
Reset password
Create an account