downloads

EQRC has close links with prestigious academic institutions and most of EQRC partners are still very much actively involved in the academic life. Many of our projects involve expertise in areas which also have some potential for publication, some of which are listed below:

  • My thesis: Data-Driven Models & Mathematical Finance: Opposition or Apposition? download
  • Presentation: A Bottom-up Approach to the Financial Markets:  Agent-Based Quantitative Algorithmic Strategies: Ecosystem, Dynamics & Detection download
  • Paper: A Bottom-up Approach to the Financial Markets:  Agent-Based Quantitative Algorithmic Strategies: Ecosystem, Dynamics & Detection download
  • Machine Learning Techniques for Deciphering Implied Volatility Surface Data in a Hostile Environment: Scenario Based Particle Filter, Risk Factor Decomposition & Arbitrage Constraint Sampling Download
  • Oxbridge Capital Partners Yearly review of August 2018 download
  • Oxbridge Capital Partners Quarterly review of March 2018 download
  • Oxbridge Capital Partners Bi-Yearly review of January 2018 download
  • Introducing Oxbridge Capital Partners download
  • Introducing the Implied Volatility Surface Parametrization (IVP): Application to the FX Market download
  • Portfolio Optimization in the Context of Cointelated Pairs: Stochastic Differential Equation vs. Machine Learning Approach download
  • Deciphering Price Formation in the High Frequency Domain: Systems & Evolutionary Dynamics as keys for construction of the High Frequency Trading Ecosystem download
  • Convergence of Heston to SVI Proposed Extensions: Rational & Conjecture for the Convergence of Extended Heston to the Implied Volatility surface Parametrization download
  • A Proposed Risk Modeling Shift from the Approach of Stochastic Differential Equation towards Machine Learning Clustering: Illustration with the concepts of Anticipative & Responsible VaR download
  • Introducing the HFTE Model: A Multi-Species Predator-Prey Ecosystem for High-Frequency Quantitative Financial Strategies (Presentation) download
  •  CQF presentation, Introducing the Implied Volatility surface Parameterization (IVP): Application to Options Statistical Arbitrage & Risk Management download
  •  De-Arbitraging with a Weak Smile: Application to Skew Risk download
  • The Non-Misleading Value of Inferred Correlation: An Introduction to the Cointelation Model download
  • The Misleading Value of Measured Correlation download
  • UTOPE-ia download

OCP Latest Yearly Review
download
OCP Latest Quarterly Review
download
Pairs Trading
download
HFTE Latest Paper
download

Fund Proposal
download

Our Risk Approach
download

Our latest paper
download

Our latest CQF taught model
download

Our latest cover story
download