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UK.https://www.quantsportal.com/clawback-clauses/https://www.quantsportal.com/clawback-clauses/2026-11-01What clawback clauses are in finance: general partner clawbacks in private equity, why hedge funds use high-water marks instead, deferred bonuses and malus at banks, Sarbanes-Oxley section 304, Dodd-Frank section 954 and SEC Rule 10D-1, and the practical limits of recovering money already paid.https://www.quantsportal.com/dreaming-thinking-machines/https://www.quantsportal.com/dreaming-thinking-machines/2026-10-31An essay on the long history of the idea of thinking machines, from mechanical automata and Descartes to Turing's imitation game, ELIZA, the Chinese room and modern machine learning, and what that history suggests about the limits of algorithms in financial markets.https://www.quantsportal.com/seed-capital/https://www.quantsportal.com/seed-capital/2026-10-31What seed capital means for a new hedge fund manager: why first money is so hard to raise, who provides seed and acceleration capital, the typical economic terms such as revenue shares, lock-ups and capacity rights, governance and transparency conditions, and the trade-offs for both sides.https://www.quantsportal.com/advances-in-financial-machine-learning-package-update/https://www.quantsportal.com/advances-in-financial-machine-learning-package-update/2026-10-30A chapter-by-chapter map of Marcos López de Prado's Advances in Financial Machine Learning, from financial data structures to backtest statistics and hierarchical risk parity, with notes on which ideas are most used and how open-source implementations evolved.https://www.quantsportal.com/family-offices/https://www.quantsportal.com/family-offices/2026-10-30What single-family and multi-family offices are, what services they provide beyond investing, how they allocate to hedge funds and direct investments, their regulatory treatment including the SEC family office rule, and the questions raised by the Archegos collapse.https://www.quantsportal.com/mlfinlab-on-pypi-index/https://www.quantsportal.com/mlfinlab-on-pypi-index/2026-10-30How a Python research library reaches users through the Python Package Index, what versioning, licences and tests mean for reproducible quantitative research, and the story of mlfinlab, which moved from an open-source licence to a commercial one.https://www.quantsportal.com/asset-custodians/https://www.quantsportal.com/asset-custodians/2026-10-29What custodian banks do for investment funds: safekeeping, settlement, asset servicing and reporting, the chain from central securities depositories to sub-custodians, segregation of client assets, the SEC custody rule, AIFMD depositaries and how custody differs from prime brokerage.https://www.quantsportal.com/fractional-differentiation/https://www.quantsportal.com/fractional-differentiation/2026-10-29Why the usual choice between prices and returns forces a trade-off between stationarity and memory, how fractional differencing with a non-integer order works, the binomial weights, the fixed-window method, choosing d with an ADF test, and pitfalls.https://www.quantsportal.com/fund-auditors/https://www.quantsportal.com/fund-auditors/2026-10-28The role of the independent auditor of a hedge fund: what an annual financial statement audit covers, valuation and existence of assets, the SEC custody rule's audit provision, PCAOB registration, why the Madoff case made auditor quality a due diligence priority, and the limits of an audit.https://www.quantsportal.com/does-meta-labeling-add-to-signal-efficacy/https://www.quantsportal.com/does-meta-labeling-add-to-signal-efficacy/2026-10-28A framework for testing whether meta-labelling improves a trading signal out of sample: choosing the right baseline, metrics beyond accuracy, purged validation, controls for volatility filtering, multiple testing and what the published evidence suggests.https://www.quantsportal.com/capital-introductions/https://www.quantsportal.com/capital-introductions/2026-10-27What capital introduction teams at prime brokers do, why they exist, how events and meetings work, the rules on private fund marketing including Regulation D and the JOBS Act, AIFMD marketing in Europe, and what managers and investors should realistically expect.https://www.quantsportal.com/intro-to-hidden-markov-chains/https://www.quantsportal.com/intro-to-hidden-markov-chains/2026-10-27An introduction to Markov chains and hidden Markov models for detecting market regimes: transition matrices, emission distributions, the forward algorithm, Baum-Welch estimation and Viterbi decoding, a two-state example, and the pitfalls of using regime probabilities in trading research.https://www.quantsportal.com/meta-labeling-a-toy-example/https://www.quantsportal.com/meta-labeling-a-toy-example/2026-10-27A step-by-step toy example of meta-labelling: a primary model that picks the side, a secondary model that decides whether to act and how much, and how precision, recall and the F1 score change, using clearly hypothetical numbers.https://www.quantsportal.com/a-laboratory-for-machine-learning-in-finance/https://www.quantsportal.com/a-laboratory-for-machine-learning-in-finance/2026-10-26A practical tour of the research pipeline for machine learning on market data: information-driven bars, the triple-barrier labelling method, sample weights for overlapping labels, purged cross-validation and feature importance, with the reasoning behind each step.https://www.quantsportal.com/prime-brokers/https://www.quantsportal.com/prime-brokers/2026-10-26How prime brokerage works: financing and margin, securities lending for short sales, clearing and custody, reporting, capital introductions, the rehypothecation lesson of Lehman Brothers in 2008, Archegos in 2021, and why funds now use several prime brokers.https://www.quantsportal.com/introduction-to-value-at-risk/https://www.quantsportal.com/introduction-to-value-at-risk/2026-10-26What value at risk measures and what it does not, the historical, parametric and Monte Carlo methods with a worked example, scaling across horizons, backtesting VaR with exceptions, its theoretical weaknesses, and why banking regulation moved to expected shortfall.https://www.quantsportal.com/inside-the-black-box/https://www.quantsportal.com/inside-the-black-box/2026-10-25How quantitative trading systems divide their work between alpha models, risk models, transaction cost models, portfolio construction and execution, following the framework popularised by Rishi Narang's book Inside the Black Box, with the questions an investor or researcher should ask about each part.https://www.quantsportal.com/choosing-your-risk/https://www.quantsportal.com/choosing-your-risk/2026-10-25How systematic strategies decide how much risk to take: volatility targeting, risk budgets, fixed-fractional and Kelly sizing, drawdown limits, leverage and stop-losses, with the assumptions behind each and the ways they fail.