The Quant Zone

The Chinese renminbi: On its way to free-float

Almost seven years have passed since June 2010, when China’s government indicated it would continue with financial reforms and make the renminbi exchange rate more flexible, satisfying major world economies and their leaders who believed the renminbi is excessively undervalued.

Portfolio #1: Calculating the Federal Reserve rate change probability using Fed Funds futures

Calculating the Federal Reserve rate change probability using Fed Funds futures

Portfolio #4: Monte Carlo simulations and GBM

Portfolio #2: Analyzing and ranking leading indicators in the FX market

Portfolio #3: Yield curve analysis and sector rotation in the equities market

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