Quant at Risk – Risk Management with Pawel Lachowicz

A post today about Pawel Lachowicz and his Website Quant at Risk. The important topic of Risk Management now and then here at the Digital Edge.


This is a picture of Pawel’s book: Applied Portfolio Optimization with Risk Management using MATLAB.


Repost – Exchange Traded Derivatives in an Automated World

A repost from the Blog The Bull Run. Worth the read, especially this paragraph:

The potential benefits of outsourcing middle and back-office functions to assist in the ETD trading process have been well documented over the years. However, the financial crisis and changing regulations that are still being discussed have forced financial services firms to reassess their operations and outsourcing plans. It is no longer just about cost savings and flexibility, but also about complying with regulations and improving competitive positions in difficult business conditions. Those that adopt new, more sophisticated and automated solutions can differentiate their offering from their competitors.”

Exchange Traded Derivatives in an Automated World.

via Exchange Traded Derivatives in an Automated World.

Fixed Income Outlook


This video from Royal London Asset Management paints an interesting picture for Fixed Income Markets. It is specially noteworthy the way Structured products have become less complex following the 5-6 years after the Crisis, and also that there is nowadays a difference in the complexity of products depending if it is Retail or Corporate, with the Corporate sector with increasing complexity.
Nevertheless there is room for opportunities in this class, and a change in culture regarding these products, specially in European Countries would be very well welcomed by the wider Market.