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Why So Much Science Doesn’t Hold Up and What Quantitative Minds Can Do About It – Weston, S, Perez-Ortiz, M and Barucca, P

8 October 2025 Editor Comments Off on Why So Much Science Doesn’t Hold Up and What Quantitative Minds Can Do About It – Weston, S, Perez-Ortiz, M and Barucca, P
“It’s a difference of opinion that makes a horse race.” Generally attributed to Mark Twain, this quote encapsulates the debate over the usefulness of research amid growing concerns in the scientific community about the replicability, […]
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Distant Drums

1 July 2024 Editor Comments Off on Distant Drums
Dim drums throbbing, in the hills half heard,Where only on a nameless throne a crownless prince has stirred,Where, risen from a doubtful seat and half attainted stall,The last knight of Europe takes weapons from the […]
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Harry Markowitz: An Appreciation Part II

11 July 2023 Editor Comments Off on Harry Markowitz: An Appreciation Part II
Harry Markowitz, the creator of modern portfolio theory, Nobel Laureate and John von Neumann Theory Prize winner passed on June 22, 2023. Who was Harry Markowitz and how did his mind work? John Guerard, having worked for, worked with, and co-authored papers for years with Harry Markowitz knows who he is. In Part II of this appreciation Dr Guerard discusses Markowitz’ academic career, his years as a consultant and entrepreneur, recognition, awards and his lasting impact on quantitative finance

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Harry Markowitz: An Appreciation Part I

11 July 2023 Editor Comments Off on Harry Markowitz: An Appreciation Part I
Harry Markowitz, the creator of modern portfolio theory, Nobel Laureate and John von Neumann Theory Prize winner passed on June 22, 2023. Who was Harry Markowitz and how did his mind work? John Guerard, having worked for, worked with, and co-authored papers for years with Harry Markowitz knows who he is. In Part I, Dr Guerard discusses Markowitz’ early career through to 1972

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Remembering Marco

18 June 2022 Editor Comments Off on Remembering Marco
Lixin Wu: “We should celebrate his life. A life with numerous contributions to quantitative finance and beyond and a life that enriched numerous others’, including mine.”

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“That Crazy Boy from Búzios!”

14 June 2022 Editor Comments Off on “That Crazy Boy from Búzios!”
In 2013 Marco Avellaneda discussed his life and career with Dan Tudball. In Marco’s memory Wilmott re-publishes the full article that featured on the cover of the September 2013 issue.

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Using Zweig’s Monetary and Momentum Models in the Modern Era

1 May 2022 Editor Comments Off on Using Zweig’s Monetary and Momentum Models in the Modern Era
This column is written jointly by John Swetye of Hypernormal Enterprises, Darien, CT and William T. Ziemba and an earlier version was published
in: John Swetye & William T. Ziemba (2016) Using Zweig’s monetary and momentum models in the
modern era, Quantitative Finance Letters, 4:1, 35–39, DOI: 10.1080/21649502.2015.1165917. A version of
this article will also appear in Stock Market Crashes: Predictable and Unpredictable and What to do About Them (World Scientific, 2017).

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