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.
AUTHOR: Ben Skuse
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.
AUTHOR: Edward Iliopoulos