Measuring uncertainty helps investors navigate risk
Researchers are developing new ways to gauge volatility far beyond financial markets.
Machine learning can help money managers time markets, build portfolios, and manage risk
Research suggests today’s computers can predict asset returns with an unprecedented accuracy.
The 300 secrets to high stock returns
Has the hunt for investable factors gone too far?
Using big-data techniques to construct hedge portfolios
Using a three-pass method to isolate individual risk premia
How HFT is changing what we know about the market
When TV producers are looking for footage to illustrate financial news, the easiest choice is often the trading floor of an exchange, with traders gesticulating and shouting.