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As a buy- or sell-side firm, you may not be thinking about some of the more detailed aspects of managing your investment portfolio, like for example, how your trade calendar and particularly holidays are treated in your analytics system. But the truth is that getting holiday conventions right is crucially important to helping you accurately price trades. Glen Goodvin, PhD, Senior Quantitative

Although more institutional investors benefit from netting their collateral obligations, many have not updated their hedging strategies to reflect their firm’s global approach to collateral. James Gavin, Senior Derivatives Analyst at FINCAD discusses how the standard risk-neutral valuation approach to pricing derivatives is changing slightly as an increasing number of firms start to include

On February 10, European Commissioner (EC) Jonathan Hill and US Commodity and Futures Trading Commission (CFTC) Chairman Timothy Massad, announced a common approach regarding the requirements of central clearing counterparties (CCPs). This marks an important step towards the overall harmonization of the cleared derivatives markets. Russell Goyder, PhD, Director of Quantitative R&D discusses how

James Church, VP of Product and R&D and Rob Garfield, Global Head of Product Marketing describe how new enhancements to F3 will allow buy-side firms to search for alpha in a low-yield environment, while also providing quantitative analytics for the market to those that have less of a quant background.