Each month, we highlight topics and content most relevant to quants and data scientists in financial services firms. We hope you find the email useful and we welcome your feedback on its content.

The development of the Black-Scholes formula: Theory, research and practice

If we look back over the history of modern financial markets, one of the most influential developments was the Black-Scholes option pricing formula.

Quants say they can make investing more sustainable

Data for measuring the sustainability of investments can be messy and incomplete: quantitative investors say they have solutions.

The perils of parameterization

In an era of automated trading, market practice is to use parameterization to prevent arbitrage. However, sharp observers and traders may wonder: does this leave convexity on the table?

Kinetiq - IQ Media SP500

IQ Media's S&P 500 data set from Kinetiq offers daily contextualized TV data for stocks in the S&P 500 with history since Jan 2012. Kinetiq (formerly iQ Media) operates a proprietary data network that captures the entirety of broadcast TV content and converts it into accessible data points that are time specific and location specific. By turning TV mentions and brand appearances into data, Kinetiq offers a flexible, precise and confidential source of event-based data to complement existing insights about the behaviors of branded or newsworthy entities. History is available from 2015.

Client access

Accrete (Rumor Hound)

M&A rumors emanate from any one of countless different data sources. It is impossible for human traders to effectively sift through thousands of disparate data sources in a timely manner and surface the credible rumors with market moving potential. Accrete's Rumor Hound continuously reads through hundreds of thousands of disparate unstructured data sources in real time, continuously learning which sources are the most reliable in publishing rumors most likely to move markets, and providing actionable M&A rumors. History is available from 2015.

Client access

ValuEngine

ValuEngine provides quantitative valuation and econometric models for forecasting stock price movement. Data set includes actual forecast target price for six time horizons, buy/hold/sell recommendations, valuations, and proprietary model rankings on a 1-100 scale, Relative to Earnings, Valuation, E/P Ratio, Momentum, Market Cap, Growth, and Price-To-Earnings. Coverage is 5,000 global stocks, with daily updates and monthly snapshots for history fom 1999.
Client access

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Bloomberg Quant (BBQ) Seminar Series 

The Bloomberg Quant (BBQ) seminar series takes place in New York and covers a wide range of topics in quantitative finance. Each session is chaired by Bruno Dupire, head of Quantitative Research at Bloomberg LP, and features a keynote speaker presenting his or her current research. This presentation is followed by several "lightning talks" of 5 minutes each in quick succession. This format gives the audience the opportunity to be exposed to a wider variety of topics. Keep informed about future events in the series.

Solutions for Quants

Bloomberg has a number of solutions to help our quant and data scientist clients. To request a follow-up from a sales specialist, get in touch.

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