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Quantessential Services Limited – Quantitative financial research

Quantessential Services Limited is a research consultancy specialising in quantitative financial research. The company was formed in 2013 and provides in-depth quantitative research on various topics, including smart beta strategies, portfolio construction, tactical asset allocation, factor investing and quantitative stock selection. Our current interests are in machine learning, specifically applied to financial markets and stock selection. Contact us on newsletters@quantessentials.com.

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Quantessential Services Limited – Quantitative financial research | quantessentials.com Reviews

https://quantessentials.com

Quantessential Services Limited is a research consultancy specialising in quantitative financial research. The company was formed in 2013 and provides in-depth quantitative research on various topics, including smart beta strategies, portfolio construction, tactical asset allocation, factor investing and quantitative stock selection. Our current interests are in machine learning, specifically applied to financial markets and stock selection. Contact us on newsletters@quantessentials.com.

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Methods for Constructing a Yield Curve: Wilmott Magazine Article. Patrick S. Hagan and Graeme West. In this paper we survey a wide selection of the interpolation algorithms that are in use in financial markets for construction of curves such as forward curves, basis curves, and most importantly, yield curves. In the case of yield curves we also review the issue of bootstrapping and discuss how the interpolation algorithm should be in- timately connected to the bootstrap itself. Advertise your event here.

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Quantessential Services Limited – Quantitative financial research

Quantessential Services Limited is a research consultancy specialising in quantitative financial research. The company was formed in 2013 and provides in-depth quantitative research on various topics, including smart beta strategies, portfolio construction, tactical asset allocation, factor investing and quantitative stock selection. Our current interests are in machine learning, specifically applied to financial markets and stock selection. Contact us on newsletters@quantessentials.com.

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