Home Groups Groups
BigEarthAccessed via the "groups" tab, Res Novae members have access to a number of special-interest groups. Members can create, join and interact with groups; active groups will arrange meetings to discuss issues and challenges and potential solutions, and each group will maintain an archive of Group Bulletins to capture ideas and decisions relevant to the group.

Groups are created and organised according to group categories, which currently include:

Market Infrastructure Trading Microstructure, Exchanges/MTFs, CCPs, Clearing, Custody, Settlement and Payment systems, Communications, Protocols, Formats, Standards and Regulation
Trading and Investment Trading, Algorithmic Trading, Investment, Portfolio Management, Multi-Factor Models, Transaction Cost Analysis, Efficient Frontier Analysis, Non-linear and Non-parametric Analysis, Prediction, Correlation Analysis, Liquidity and Multi-objective Strategies.
Data Reference data, data management, historical data sets, data representation, and consolidated market data.
Modeling and Simulation The modeling and simulation of risk, of markets, of economies, and of the effect and effectiveness of regulation.  This may include mathematical modeling and computational modeling techniques such as multi-agent systems. Methods may be parametric or non-parametric, deterministic or probabilistic, and may support dynamic self-adaptation and the detection of emergent behaviours.  This category also covers the development of specific underlying modeling and simulation technology.
Computer Architecture Novel hardware such as GPUs and many-core devices.  This also encompasses innovation related to Grid systems and data centres.
Value, Risk and Risk Transfer Any R&D in value, risk and risk transfer that is not specifically modeling and simulation.  This might for example include the development of new structured products or new processes for transferring risk.  This may also include non-parametric methods for measuring risk and new stress-testing techniques.
Adapting to New Challenges The ways in which financial services organisations adapt to social,  environmental and political challenges such as an aging population, climate change, microfinance, and regulation.