Quant posts Archive - Graham Capital Management

2024 Summer Reading List

Explore our 2024 summer reading list, thoughtfully curated by Graham’s Quantitative Strategies team. This eclectic mix of finance,…

5 mins

Singular Value Decomposition: From Astrophysics to Quantitative Trading

Summary: We discuss an unexpected link between astrophysics and quantitative trading in our latest Quant Log. We explore…

3 mins

Carry in Different Monetary Policy Regimes

Introduction We have witnessed one of the fastest hiking cycles for the Federal Reserve in the last four…

3 mins

The M6 Competition: Battle of the Forecasting Models

Antoine Ledoux, Quantitative Research AnalystDecember 7, 2022 These days new Machine Learning techniques seem to be coming out…

2 mins

What to Read This Summer

Graham's Quantitative Strategies team share their current favorite reads, each offering their insightful take on why these books…

4 mins

Chatting with ChatGPT

Oguz Tanrikulu, Director of Quantitative Research; Andrew Uhl, Senior Quantitative Analyst; andNastja Bethke, Senior Quantitative ResearcherApril 3, 2023…

4 mins

A Look at Stock-Bond Correlation in Different Inflation Regimes

Daniel DeWoskin, Senior Quantitative Researcher In recent years, investors have relied on the persistent negative correlation of bonds…

2 mins

Diversification by Model: When Opposites Attract

Systematic trading seeks out diversification to achieve more even returns while controlling risk. One way to diversify is…

3 mins

Simpson’s Paradox: You Win Some, You Lose Some, You Simpson

Nastja Bethke, Senior Quantitative Research AnalystDecember 7, 2022 Which strategy would you rather invest in? You can choose…

< 1 min

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2024 Summer Reading List

2024 Summer Reading List

Singular Value Decomposition: From Astrophysics to Quantitative Trading

Carry in Different Monetary Policy Regimes

The M6 Competition: Battle of the Forecasting Models

What to Read This Summer

Chatting with ChatGPT

A Look at Stock-Bond Correlation in Different Inflation Regimes

Diversification by Model: When Opposites Attract

Simpson’s Paradox: You Win Some, You Lose Some, You Simpson

About us

Who we are

How we invest

Investment Solutions

Strategies

Investor Reporting

Analytics

Insights

Featured insight

2024 Summer Reading List

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2024 Summer Reading List

Singular Value Decomposition: From Astrophysics to Quantitative Trading

Carry in Different Monetary Policy Regimes

The M6 Competition: Battle of the Forecasting Models

What to Read This Summer

Chatting with ChatGPT

A Look at Stock-Bond Correlation in Different Inflation Regimes

Diversification by Model: When Opposites Attract

Simpson’s Paradox: You Win Some, You Lose Some, You Simpson

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