Category: Data

Political market making

It is challenging to understand how to model external shocks when trading financial markets. However, in recent years, it has become particularly notable that these risks, such as Brexit, the election of Trump, or coronavirus can greatly impact markets. Hence, we need to have a way to model them. In this paper we investigate the…

Learning to code in q

The world has changed. I’m sure that phrase has been uttered many times before, usually when the world really hasn’t changed. What “back to normal” will look like, no one really knows. At this stage, most of us are under a state of lockdown and has given us to time to think. Although, it should…