BofA quants propose new model for when to hold, when to sell
The goal of every market-maker is to buy low and sell high. The hard part is knowing exactly when to sell. Ideally, a market-maker will...
Tag : Quants
Quants dive into FX fixing windows debate
The methodologies used to calculate financial benchmarks have long been a subject of debate, with much of the back-and-forth centring on their representativeness and vulnerability...
Quants mine gold for new market-making model
Banks that make markets in gold typically hedge the spot price with futures. Standard models assume the two instruments are highly correlated, and because the...