quant-finance

Agents for financial services We’re releasing ten ready-to-run agent templates for the most time-consuming work in financial services: building pitchbooks, screening KYC files, and closing the books at month-end. Each one ships as a plugin in Claude Cowork and Claude Code, and as a cookbook for Claude Managed Agents, so a team can put Claude on real financial work in days rather than months. Clau…

Ledgers are the heartbeat of any financial companies, fintech or old school financial. Not the API gateway, not the mobile app, not the underwriting model. The ledger Banks have known this for centuries. Fintechs sometimes need to rediscover it the hard way. On fintech world Revolut runs multi-currency, multi-product financial infrastructure across 35+ countries. Stripe moves money and extends cr…

In case you missed the news, Jane Street pays well. Last month, we suggested it might pay each of its 3,500 people $2.3m each. 💥Follow us on WhatsApp for news alerts. 💥 It turns out we were wrong. Late Friday, shortly before the UK bank holiday, Bloomberg reported that Jane Street actually paid its people $2.7m each for 2025. That's not bad given that most of them don't even know what their i…

This bibliometric study focuses on the changing nature of factors affecting the stock market volatility between the year 1995-2025. Using a data source of 89 reviewed research articles in Scopus and analyzed using VOSviewer through visualizations. The analysis also reveals the main clusters of influence, which include the macroeconomic indicators, political stability, and oil-price shocks, as wel…

When firms implement capital models in line with supervisory standards, a range of interpretative and... Read more Capital Models Benchmarking: A Framework for Counterparty Credit Risk Internal Models

Apollo announced the final close of Apollo Accord Fund VII (“Accord VII” or the “Fund”) with $1.9 billion in total commitments, reflecting broad support from a global and diverse group of investors including pension funds, financial institutions, endowments, foundations and family offices. Accord VII is the latest vintage of the Firm’s flagship Accord Dislocation Series, which has raised $11.6 bi…

Since the beginning of this year, LIBOR rates have ceased in some markets like GBP, CHF, and JPY and rates pricing has moved into the RFR space, using compounded overnight rates as the underlying for cap-/floor(lets). My questions now are concerned with the building of a vol surface based on broker quotes of normal par vols (absolute strikes, yearly expiries, backward looking with quarterly compo…

State Bank of India (SBI) Chairman C.S. Setty has highlighted the transformative potential of artificial intelligence (AI) in strengthening financial market infrastructure and enhancing efficiency across the banking ecosystem. According to the report, AI can significantly improve core functions such Read More ... The post AI Can Transform Financial Market Infrastructure, Says SBI Chairman first a…

Artificial intelligence (AI) is redefining conduct risk within organisations, prompting a shift in how companies approach corporate risk management in an increasingly digital and automated environment. According to the report, conduct risk—traditionally linked to employee behaviour and ethical practices—is now Read More ... The post AI-Driven Conduct Risk Reshapes Corporate Risk Management first …

From continuous theory to discrete execution. How Mixed-Integer Programming (MIP) solves the NP-Hard problems of real-world trading. Master the mathematical architectures, strategic applications, and modern solver technologies that power quantitative finance. 📊 Deep Research Topics: quantitative finance, investment analysis, financial education, financial research, market analysis

In the first article in this series, we established that regional banks are sitting on significant untapped revenue in their derivatives and FX programs, and that legacy infrastructure is the primary obstacle to capturing it. In this article, we will look at the first two pillars of purpose-built revenue enablement infrastructure: embedded pricing control and Continue reading "How pricing control…

What’s the best way to hedge a down-and-in BTC put? I am not quite sure what the best practice here would be and would love to get some guidance. Thanks

I am trying to calculate the Total Credit Risk capital % for my learning purpose as given below. Assuming adding 1 single loan with different pds. i have noticed one point in the table and have two queries. Point 1: As PD increasing, the highly risky bands gets lower credit risk capital %. Question1: Is there any rational behind this?, why we need to keep lower capital for risky bands? Question2:…

This video breaks down the Seagull spread — a three-legged options strategy that finances directional speculation through volatility skew arbitrage — exposing why there's no free lunch in its apparent risk-reward profile. 🎥 Video Tutorial • 📈 Options Strategy 🎥 Watch Video: https://youtu.be/DGOML4Zpt5E Topics: quantitative finance, investment analysis, financial education, options trading, der…

In Part 2 , we built the "heartbeat" of our engine: PnL Calculation . We ensured that every price tick accurately updates a trader’s equity with decimal precision. But a market cannot survive on price action alone. Without an anchor, the price of a perpetual contract would drift aimlessly away from the actual value of the underlying asset. That anchor is Funding Rates . It is the regulatory mecha…

State Bank of India (SBI) has highlighted the growing role of artificial intelligence (AI) in transforming risk management across financial markets, signalling a shift towards more data-driven and predictive frameworks. According to the report, AI is enabling financial institutions to Read More ... The post AI Transforming Risk Management in Financial Markets: SBI Chief first appeared on Risk Man…

Numerous sources refer to the 'funding cost' of a derivative. I'm confused as to exactly what cost is being referred to here. To illustrate my confusion, consider purchasing an uncollateralised OTC gold forward at market (with value of 0). I have not needed to fund anything. Now consider that forward going into the money with some positive PV. I still have not funded anything (and will not need t…

How to Backtest Crypto Strategies by Market Regime (With Real Data) Your backtest says Sharpe 2.0. You deploy. It immediately starts losing money. Sound familiar? The problem isn't your strategy. It's your backtest. Specifically: it averaged across multiple market regimes, hiding where your edge actually lives. The Regime Selection Bias Problem A strategy that returns 40% in bull markets and -20%…

How to Add Market Regime Filtering to Any Crypto Trading Strategy Every backtest looks great until you run it live through a choppy market. The strategy that returned 40% in a trending quarter suddenly bleeds 15-30% of those gains when the regime shifts to sideways price action. This is the single most common failure mode in algorithmic crypto trading, and the fix is surprisingly simple. The Prob…