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Introduction to QuantLib Development - Intensive 3-day Training Course - September 10-12th, 2018 - Download Registration Form Here


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The Aleph Blog wrote a new blog post titled The Best of the Aleph Blog, Part 40
Photo Credit: michel D’anastasio======================In my view, these were my best posts written between November 2016 and January 2017:When I was a Boy…Can lessons from the distant past illumine the future?  I think so.On Long-Term Corporate InvestmentsThis is timely.  Are US firms too short-term in their orientation? No.  To be more controversial, if companies in the rest of the world imitate the US, they will be better off.  They don’t push the present hard enough, and the great long-term returns don’t materialize as a result.How do you Manage a Company when the Stock...
5 hours ago
Quantitative Finance at arXiv wrote a new blog post titled A unified Framework for Robust Modelling of Financial Markets in discrete time. (arXiv:1808.06430v1 [q-fin.MF])
We unify and establish equivalence between pathwise and quasi-sure approaches to robust modelling of financial markets in discrete time. In particular, we prove a Fundamental Theorem of Asset Pricing and a Superhedging Theorem which both encompass the formulations of [BN15] and [BFH+16]. Furthermore we explain how to extend an $\mathcal{M}$-quasi-sure superhedging duality result on a set $\Omega$ to a pathwise duality without changing the superhedging price.
11 hours ago
The Reformed Broker wrote a new blog post titled Clips From Today’s Halftime Report
 Is Square a good bet? Why has Lam Research stalled & more in #AskHalftime from CNBC. Five stocks the traders are watching – should you? from CNBC. Final Trades: Adobe, Allergan, KWEB & Delta from CNBC....
13 hours ago
Complexity Digest wrote a new blog post titled A Methodology for Evaluating Algorithms That Calculate Social Influence in Complex Social Networks
Online social networks are complex systems often involving millions or even billions of users. Understanding the dynamics of a social network requires analysing characteristics of the network (in its entirety) and the users (as individuals). This paper focuses on calculating user’s social influence, which depends on (i) the user’s positioning in the social network and (ii) interactions between the user and all other users in the social network. Given that data on all users in the social network is required to calculate social influence, something not applicable for today’s social networks,...
15 hours ago
Complexity Digest wrote a new blog post titled Train Global, Test Local: Privacy-preserving Learning of Cost-effectiveness in Decentralized Systems
The mandate of citizens for more socially responsible information systems that respect privacy and autonomy calls for a computational and storage decentral- ization. Crowd-sourced sensor networks monitor energy consumption and traffic jams. Distributed ledgers systems provide unprecedented opportunities to perform secure peer-to-peer transactions using blockchain. However, decentralized systems often show performance bottlenecks that undermine their broader adoption: prop- agating information in a network is costly and time-consuming. Optimization of cost-effectiveness with supervised machine...
18 hours ago
All About Alpha wrote a new blog post titled Kurtosis Diagnosis: Don’t get Skewed!
By Bill Kelly, CEO, CAIA Association The quote “what gets measured gets managed” is oft-times attributed to the author and consultant Peter Drucker. The origin is less significant than its modern-day meaning and, while it is most often used in the context of business management, it ports quite well into the management ofRead More
23 hours ago