Daniel Bloch developed a new parametric interpolation and extrapolation of the implied volatility surface to prevent arbitrage both in space and time. This simple model, intended to be used by practitioners, allows an analytical computation of the Greeks, the Skew and the Curvature of the fitted implied volatility surface. Paul Wilmott

ABOUT US

Quant Finance Ltd is a structuring company specialising on automated quantitative trading strategies on stocks and futures as well as options. We focus on enhanced active adaptive strategies, combining different features, from momentum to mean-reversion detection, and perform statistical arbitrages to construct leveraged dynamical portfolios with back-testings yielding very high Sharpe ratios. Further, we provides quantitative tools to identify options relative value and devise quantitative trading strategies.

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OUR SERVICES

Quant Finance Ltd provides pricing library to generate entire arbitrage-free volatility surface, and contribute to the development of quantitative trading strategies with option prices. It also provides pricing library to mark to market option derivatives and structured products, and produce risk management reports to large portfolios of vanilla and exotic options.

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SYSTEM PRESENTATION

To understand who is Quant Finance Ltd, strategy, team composition, goals and ambitions, download the brochure.

For more information or details, please do not hesitate to contact us.



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Master Theme

This is the Master theme of our fast and slick Warp theme framework! It is optimized and streamlined to serve as a blueprint to build your own custom themes.

The Master theme takes full advantage of all the latest Warp6 features like a completely responsive layout, semantic HTML5 markup, a nice and clean administration UI and much more.

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