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The Trading Mesh

Steve Wilcockson's Blog

Embracing alternative data – a three-stage approach for Portfolio Managers

November 15, 2018 Comments (0)           

By Steve Wilcockson, Geospatial Insight
In the quest for alpha, a growing number of portfolio managers have been exploring the esoteric world of alternative data.
Some forms, such as sentiment data based on terabytes of news texts and social media, are well established and have matured to the point of securing devoted followings. Other forms, such as satellite imagery that sheds light on industrial, commercial, consumer and agricultural activity, have had provisional successes but are not yet...

Beautiful Curves, Graph Theory and “Tech Debt”

March 6, 2015 Comments (0)           

By Steve Wilcockson, Industry Manager - Financial Services at The MathWorks

Last week, I attended three great industry collaborative events in London, each providing a diverse and distinct lens on model-based financial technology. Applying Chatham House Rules, I’ll try to summarise each event’s highlights which in turn addressed

Risk management, particularly curves, reflecting business (compliance) and quant best practices
Probabilistic graph theory, reflecting model,...

Quants: (Big) Data Whisperers

February 10, 2015 Comments (0)           

Quants are interesting people. Their presence spans both new and old analytics systems, architectures and cultures. Once hailed “masters of the universe”, quants apply mathematics to drive economic growth. They help create liquidity through derivatives, trade efficiently, manage portfolios systematically and assist the financial sector in risk management. Two events have disrupted their world.
First, there was the Global Financial Crisis. A heady mix of toxic derivatives,...