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Our popular course Introduction to QuantLib Development will be taking place June 18-20th, 2018.

 

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Believe Your Eyes!

July 18, 2018 Comments (0)

By Diane Harrison It’s simple human nature to believe more of what you see than what you hear. The human brain is wired to process visual information more easily than contextual words. According to a June 15 Washington Post article, “Charts Change Hearts And Minds Better Than Words Do,” chartsRead More

The Problem With Unicorns

July 17, 2018 Comments (0)

A new book by the Wall Street Journal’s John Carreyrou, Bad Blood: Secrets and Lies in a Silicon Valley Startup, works as a compelling test case in how the hunger for the next “unicorn,” a hunger that has been a feature in alternative investing for years now, can go badlyRead More

Chain Blockers

July 16, 2018 Comments (0)

By Bill Kelly, CEO, CAIA Association The base case for distributed ledger technology (or DLT, and often used interchangeably with blockchain) is to create a trusted network of participants where there is just one ledger of account records shared by all and there is no central recordkeeper. Transactions are digitalRead More

Using the Variance Risk Premium to Predict Futures Markets

July 15, 2018 Comments (0)

A new study of volatility in commodity prices indicates that both the total and the decomposed variance risk premiums of at least certain commodities markets contain information with predictive power. The variance risk premium is the pay-off of the synthetic variance swap contract. Specifically, it’s the difference between the floatingRead More

Neural Networks and EPS Prediction

July 12, 2018 Comments (0)

Yes, it sounds a bit like the phrase “jumbo shrimp,” in terms of sense, but a “long short-term memory neural network” is an important recent advance in artificial intelligence research. The term refers to a neural network devised with “forget gates” attached to cells of memory, originally in order toRead More

Justice Anthony Kennedy and Securities Law

July 10, 2018 Comments (0)

When Justice Kennedy announced that he is stepping down from the US Supreme Court, the profiles of his time on that bench said a good deal about abortion, homosexual rights, and other hot-button issues, but relatively little about Kennedy’s contribution to securities law. Yet it is worth remembering that heRead More

Asset Management in China: Expect Growth

July 8, 2018 Comments (0)

A new study by Casey Quirk looks at asset management in China. It makes a bold claim: that by 2030, asset management strategies broadly defined will account for 10% of total Chinese wealth. That will be a more than doubling of the corresponding number at present: 4%. If China getsRead More

The Crypto ‘Bubble’ as Seen From Boston College

July 5, 2018 Comments (0)

Two scholars affiliated with Boston College, Carroll School of Management, have published a study of initial coin offerings (ICOs), that has given a mixed verdict on the common contention that cryptocurrencies in general and ICOs in particular constitute a “bubble” akin to, say, 17th century tulips or the mortgage derivativesRead More

Ben Graham Conference at Fordham: Value Very Much Alive

July 5, 2018 Comments (0)

The fifth Ben Graham Annual Conference, the marquee event of the CFA Society New York, took place as scheduled on June 27, at Fordham University, Lincoln Center. As its name suggests, this conference is intended to promote, and to share ideas about the application of, the investment principles of BenjaminRead More

Huge Data 

July 5, 2018 Comments (0)

By Bill Kelly, CAIA Association CEO How many billionaires would you need to accumulate one quintillion dollars of net worth? If your last name is Trump you might say just one, but the non-fake news answer is a cool one billion billionaires. Whether you are dealing in alternative facts or not, this is a massive number that carries 18 zeros to the left ofRead More