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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:

  • Introducing the Implied Volatility Surface Parametrization (IVP): Application to the FX Market
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  • Portfolio Optimization in the Context of Cointelated Pairs: Stochastic Differential Equation vs. Machine Learning Approach
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  • Deciphering Price Formation in the High Frequency Domain: Systems & Evolutionary Dynamics as keys for construction of the High Frequency Trading Ecosystem
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  • Convergence of Heston to SVI Proposed Extensions: Rational & Conjecture for the Convergence of Extended Heston to the Implied Volatility surface Parametrization
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  • A Proposed Risk Modeling Shift from the Approach of Stochastic Differential Equation towards Machine Learning Clustering: Illustration with the concepts of Anticipative & Responsible VaR
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  • Introducing the HFTE Model: A Multi-Species Predator-Prey Ecosystem for High-Frequency Quantitative Financial Strategies (Presentation)
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  •  CQF presentation, Introducing the Implied Volatility surface Parameterization (IVP): Application to Options Statistical Arbitrage & Risk Management
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  •  De-Arbitraging with a Weak Smile: Application to Skew Risk
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  • The Non-Misleading Value of Inferred Correlation: An Introduction to the Cointelation Model
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  • The Misleading Value of Measured Correlation
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  • UTOPE-ia
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Our latest paper
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“Mathematics is the music of reason.” -James Joseph Sylvester

Our latest CQF taught model
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“Science is simply common sense at its best, that is, rigidly accurate in observation, and merciless to fallacy in logic.” -Thomas Henry Huxley

Our latest cover story
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“Go down deep enough into anything and you will find mathematics.” -Dean Schlicter