The future is bright for those who survive Featuring Marcos Lopez de Prado, True Positive Technologies
Neural networks with asymptotics control Featuring Alexandre Antonov, Danske Bank
Can FX hedges of bonds deliver a free lunch? Featuring Jessica James, Commerzbank AG
The right kind of volatility Featuring Marcos Carreira, École Polytechnique
Microstructure and information flows between crypto asset spot and derivative markets Featuring Carol Alexander, University of Sussex & Peking University HSBC Business School at Oxford
Did you notice that the well-versed ways to make money no longer work? Old strategies fail because they're no longer relevant. People and markets have changed hugely, and quants need to adapt to this new equilibrium. Therefore, innovation, both technological and strategic, are in the spotlight in this QuantMinds eMagazine.
Exclusive in this edition, we catch up with Marcos Lopez de Prado who is previewing of his new book. We learn more about neural networks with Alexandre Antonov, and start to understand and control their extrapolating behaviours. We explore with Jessica James what the changing landscape has to offer for quants, while Marcos Carreira shares his observations on the different market players. To top it off, Carol Alexander summarises some of her latest research into crypto assets and their microstructure.
We hope you will find this eMagazine just as insightful as we did. We're looking forward to learning more from these experts at the next QuantMinds International. See you there!
The QuantMinds Team