Desperation for hedges in China
“A 2,800% surge in China stock options is showing a desperation for hedges. How? In China’s $7.8 trillion ocean of equities, there are only four options contracts,‧‧‧
27/02/2020 | Posted in: Investment & Finance → | Read the article
Catastrophe Bonds Signal Coronavirus Nearing Pandemic Status
According to this recent article published by Tasos Vossos on Bloomberg Markets: “The World Health Organization says the coronavirus isn’t yet a global pandemic. Bonds that insure against‧‧‧
25/02/2020 | Posted in: Investment & Finance → | Read the article
Mind-reading technology: The security and privacy threats ahead
“We already know it’s annoying to have a user name and password hacked, and worrying when it’s your bank account details that are stolen. But BCIs (Brain‧‧‧
25/02/2020 | Posted in: Computer Science - Data Science & Technology → | Read the article
How to talk to your children about bullying
Watching your child experience the physical and emotional pain of bullying or cyberbullying is heartbreaking. Some parents are unsure where to begin to help protect their children‧‧‧
22/02/2020 | Posted in: Community & Education → | Read the article
Reliable Distributed Clustering with Redundant Data Assignment
Clustering is one of the most basic unsupervised learning tools developed to infer informative patterns in data. In this paper, Venkata Gandikota†, Arya Mazumdar†, and Ankit Singh‧‧‧
22/02/2020 | Posted in: Computer Science - Data Science & Technology → | Read the article
Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning
VSTOXX index futures can be used to hedge against economic uncertainty as the underlying tracks the expected 30day volatility of the EURO STOXX 50 equity index. Daniel‧‧‧
22/02/2020 | Posted in: Investment & Finance → | Read the article
PCA for Implied Volatility Surfaces
Principal component analysis (PCA) is a statistical procedure that uses an orthogonal transformation to convert a set of observations of possibly correlated variables into a set of values of linearly‧‧‧
21/02/2020 | Posted in: Investment & Finance → | Read the article
TIMING EXCESS RETURNS A CROSS-UNIVERSE APPROACH TO ALPHA
MARC ROHLOFF and ALEXANDER VOGT present a simple model that uses time series momentum in order to construct strategies that systematically outperform their benchmark. The authors find‧‧‧
14/02/2020 | Posted in: Investment & Finance → | Read the article
How to accelerate digital literacy in the enterprise world
As technology evolves, there is a “growing skills instability”. As a result, it is anticipated that more than one-half of all employees will require significant retraining in coming years.‧‧‧
14/02/2020 | Posted in: Community & Education → | Read the article
Pompeo Pontone, MSc on LinkedIn: Disentangling shock diffusion on complex networks
Phenomena similar to the collapse on financial and economic networks can be described as cascading failures across nodes in large scale networks delineating collective dynamics, leading to‧‧‧
10/02/2020 | Posted in: Investment & Finance → | Read the articleMyself
As an Investment Consultant and Specialist, Pompeo Pontone is a Professional Investor with 25 years’ experience in the fields of Investment Management and Quantitative Finance, with advanced expertise in Computer Science and Data Science.