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Factor investing has become a cornerstone of modern quantitative finance, offering systematic approaches to portfolio construction and alpha generation. This introduction synthesises the theoretical underpinnings and mathematical frameworks of factor models, including CAPM, APT, and the Fama-French multifactor models. It further explores alpha-enhancing strategies such as factor timing, signal weighting, and robust risk management techniques.

Poker does not have to be gambling. It is a game of skill, psychology and, best of all, mathematics.

Coming soon... With M&A Analyst & President of CIBFS Society Ugnius Unicov. (expected publish date 20th August)

Backtesting is a critical part of systematic trading strategy development. However, when improperly constructed, backtests can produce misleading results due to a range of biases, which can significantly overstate expected performance.

This post delivers a thorough quantitative explanation of the essential principles under pinning real analysis, with particular attention given to limits and continuity.

The modern world is ever-changing and the digital age seemingly endless and within this is the sectors of communications, protecting personal data and underpinning financial systems, The backbone of these? Cryptography.

​ Arbitrage is the practice of capitalising on price discrepancies of identical or similar financial instruments across different markets...