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MoneyScience Financial Training: Introduction to QuantLib Development with Luigi Ballabio - September 22-24, London, UK - Further Information
GPUs, Monte Carlo Simulation and Kooderive with Professor Mark Joshi - October 29-31, London, UK - Further Information

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News: Hedge Fund Reveal Second-Quarter Activity

3 days ago - FINalternatives

News: Signal-wise performance attribution for constrained portfolio optimisation. (arXiv:1404.4798v2 [q-fin.PM] UPDATED)

13 days ago - q-fin updates on

News: Optimization of relative arbitrage. (arXiv:1407.8300v1 [q-fin.PM])

20 days ago - q-fin updates on

News: Portfolio optimization in the case of an asset with a given liquidation time distribution. (arXiv:1407.3154v1 [q-fin.PM])

38 days ago - q-fin updates on

News: “Smart Beta” and Portfolio Rule Seven

58 days ago - The Aleph Blog