23 April 2013
One of our papers got second in the 2013 Wagner Top Paper Award
2 May 2011
One of our papers got third in the 2011 Wagner Top Paper Award
16 April 2010
One of our papers won the 2010 Wagner Top Paper Award
12 August 2009
New article posted - The Big Myth about Leveraged ETFs
31 March 2009
Last day to claim R&D Tax Credits
25 July 2008
We are now an IRD Listed Research Provider
30 June 2008
We released our new web site
Careers at Double-Digit Numerics
We always welcome contact from people interested in working for us or collaborating with us.
Since we are applied mathematicians we prefer employees who have gotten their hands dirty in the real world. This means five years or more experience analysing real numbers.
But if you are smart although inexperienced or if you are interested in theoretical collaborations then we are interested too.
Contact us if you are interested.
Do You have a Trading Scheme?
We sometimes get approached by people with trading schemes that they want us to validate. Before we look at such plans you should be able to:
- Calculate the alpha generated by your scheme and a confidence interval for that alpha.
- Explain what is the market inefficiency that you are exploiting (if you don't know where your alpha is coming from then how do you know you aren't just lucky?)
- Demonstrate that you have not optimised a backtested model (use cross-validation to prove that it will work out-of-sample)
- Prove that your positive alpha does not come with a risk of compensating negative alpha (it is no use generating alpha for ten years then losing it all in the 11th year)
Remember that we are skeptical and cynical. And proud of that.
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