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Notes and examples from our Quant Research team

This section contains selected notes with examples on topics selected by our Quant Research team, from practical day-to-day subjects to more experimental ideas.

A Custom Strategy That Uses The Baltic Dry Index (BDI) As Indicator

After the '08 financial crisis, some interest was generated in BDI as an economic indicator. This has some merits in theory - this notebook explores the evidence.

POSTED: 23/06/2020

AUTHOR: Ben Skuse

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Re-Thinking Asset Allocation Post Covid-19 - An Example

Aside from the human tragedy, the Covid-19 pandemic is also a watershed moment for financial markets.

POSTED: 04/06/2020

AUTHOR: Edward Iliopoulos

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