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Till We Meet Again
MaverickQuant is on indefinite leave
Apr 20
•
Jerome Busca
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Till We Meet Again
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Quant Talk
An interview of guest editor Robert Benhenni
Apr 15
•
Jerome Busca
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Quant Talk
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The Sweet Spot of BBB’s
Investing in the lower tier of Investment-Grade corporate bonds (R. Benhenni and J. Busca)
Apr 8
•
Jerome Busca
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The Sweet Spot of BBB’s
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The High-Yield Advantage
R. Benhenni and J. Busca
Apr 1
•
Jerome Busca
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The High-Yield Advantage
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March 2025
The Drawbacks of Drawdowns
Understanding the distribution of the Calmar ratio
Mar 25
•
Jerome Busca
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The Drawbacks of Drawdowns
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The Anatomy of Trade Cost Analysis and Broker Execution Algorithms
Robert Benhenni
Mar 18
•
Jerome Busca
1
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The Anatomy of Trade Cost Analysis and Broker Execution Algorithms
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Perpetual Futures
Understanding the funding mechanism in crypto futures
Mar 12
•
Jerome Busca
3
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Perpetual Futures
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Diversification Ratio
Most diversified portfolio and CAPM-style relations
Mar 4
•
Jerome Busca
1
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Diversification Ratio
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February 2025
Future vs Synthetic Forward
What’s the best strategy to minimize market impact?
Feb 25
•
Jerome Busca
5
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Future vs Synthetic Forward
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Quant Talk
A transcript of my interview with friend and former colleague Misha Boroditsky in New York
Feb 18
•
Jerome Busca
2
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Quant Talk
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Topics in Quant Trading
Part 2
Feb 11
•
Jerome Busca
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Topics in Quant Trading
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Topics in Quant Trading
Part 1
Feb 4
•
Jerome Busca
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Topics in Quant Trading
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