Recap #QUANT2026 Esiste un comportamento reale della volatilità dei mercati che nessun modello riesce a simulare. E nessuno sa ancora perché. Nel suo intervento al #QUANT2026, Paul Willmott, matematico, fondatore di wilmott.com e tra le voci più iconoclaste della finanza quantitativa mondiale, ha portato sul palco una delle domande aperte più affascinanti del settore. Il modello di David Orrell, partendo dalla fisica quantistica, fa una previsione precisa sul comportamento della varianza dei prezzi, chiamata q-variance, con un solo parametro. Per confronto, il modello di Heston ne usa quattro. La previsione si verifica. Su azioni, indici, valute. Su tutti i timeframe. Con lo stesso coefficiente. Il problema? Nessuno riesce a simularlo in tempo continuo! Wilmott ha consultato i più famosi quant al mondo. Ha aperto una competizione pubblica su wilmott.com. Decine di partecipanti. Nessuna risposta soddisfacente. GARCH? No. Heston? No. Jump diffusion? Neanche. Un modello che predice la realtà meglio di tutti gli altri e che ancora non sappiamo come costruire formalmente. ▶️ Vuoi vedere la registrazione integrale dell'intervento e partecipare a questa sfida? Seguici sul nostro canale YouTube e attiva la campanella:  youtu.be/M2cqAAZemso?si=CGij… #Quant2026 #PaulWilmott #QuantitativeFinance #Volatility #AssetManagement #Econophysics #MathematicalFinance #Derivatives

It's publication day! A book 🧵 bristoluniversitypress.co.uk…

#Canada is trying to bump up its population growth through #immigration amid dwindling birth rates, but a better #economy doesn’t equate to a larger one and this approach could prove to be no more than an economic stopgap. worldfinance.com/the-econocl…

It was a pleasure speaking with @QuantumDaily about quantum models in economics thequantuminsider.com/2024/0…

Quantum Economics: Could A New Economic Paradigm Be Guided By Quantum Models? thequantuminsider.com/2024/0… #QuantumEconomics #QuantumModels #EconomicInnovation

Quantum economics – real or fake? futureofeverything.wordpress…

The #volatility smile can seem illogical from the perspective of classical #finance, but applying quantum logic allows us to see that it accurately describes a genuine aspect of the #market. worldfinance.com/the-econocl…

It's nearly Halloween, and quantum entanglement continues to "spook"!👻🎃#quantumfinance

"...some in academia are starting to take quantum ideas a little more seriously but an interesting question is why it took so long." Check out the full interview with @d_orrell, our co-editor-in-chief, below. #quantumscience #quantumfinance e-ir.info/2023/10/22/intervi…

"Its trick is to present itself, not so much as a prediction, but rather as a magical machine which somehow defines the correct option price – like a mentalist who predicts the future by making it happen." Learn about the magic of the Black-Scholes Model: bitly.ws/UbfN

A stunning, entertaining critique of psychology. Many points apply to anthropology, political science, and sociology. #EconTwitter : many also to economics? experimental-history.com/p/i…

Open call for high-impact topics in quantum social science! The @OhioState Quantum Soc. Sci. Bootcamp is creating Top 5 lists of potentially high-impact articles that could be written in various disciplines. Share your ideas below: rb.gy/2c2gs

The Nobel prize-winning model has been heralded as a game changer for #traders but in making sweeping assumptions about #growth and #volatility, it is perhaps not quite as elegant as it seems. worldfinance.com/the-econocl…

Today is the day, pop in to listen to @EmmanuelPothos, from our Editorial board discuss quantum cognition, all are welcome! u.osu.edu/quantumbootcamp/sc…

Our journal is now live! We are looking forward to receiving your submissions. us.sagepub.com/en-us/nam/qua…

QEF is a new journal focusing on the applications of quantum approaches to finance and economics. Visit our website here: us.sagepub.com/en-us/nam/qua… We will be accepting manuscript submissions in the near future and look forward to showcasing your work in this area!