The U.S. Treasury’s central role in the financial system rests on its liquidity and safe-haven status. Both may be eroding. Find out how, why and what may happen next. Forewarned is forearmed…
Arrive on the afternoon / evening of 2026/09/09 to enjoy a welcome buffet. On Thursday 2026/09/10 and Friday 2026/09/11 the seminar will be held in Trinity College’s Garden Room, in which we will enjoy the research and insights of eleven speakers of international renown.
How the availability of alternative data affects the performance and investment strategies of active mutual funds and much, much more more!
Exploring the intersection of geopolitics, energy, digital assets and Cold War 2; making sense of this (…) world… or trying to!
Linear factors have a vice-like grip on quant thought. What makes them so successful? How should we move beyond them, and what happens when we try? What could possibly go wrong…?
Fundamental and systematic views in credit are complementary and mutually reinforcing…and incorporating systematic signals can strengthen fundamental conviction and improve performance.
A framework to isolate thematic exposures from established market, industry, and style factors which incorporates narrative information to capture theme evolution.
This talk reflects on the gap between calculated risk and experienced uncertainty – and on the uneasy task of investing when probability offers comfort, but not protection.
Machine learning (ML) models are highly flexible but face fundamental limits when learning from finite data. We show that a universal lower bound—the Limits-to-Learning Gap (LLG)—captures the unavoidable gap between the true (population) benchmark and linear ML models.