About IndiQuant
IndiQuant is still in its infancy.
What is it today?
Just a homepage. Not a company yet.
No employees. No smoke, no mirrors.
At the moment it's meant to be a public face to a vision.
Who is behind it?
My name is Dr. Rudi Schäfer.
I am currently leading a research group on econophysics at the University of Duisburg-Essen, Germany.
What is the vision?
To make cutting-edge research, insights, methodology accessible to practitioners in the financial sector.
What does that mean?
A major part of my research focusses on the aspect of non-stationarity of financial markets. While this is certainly an interesting question from an academic viewpoint, it is a vital aspect for successful investments and risk management. Yet this aspect is commonly ignored or, at best, an afterthought. My mission is to change this.
Credit risk is another active research area of mine, with contributions in Journal of Credit Risk, Economic Modelling and "Credit Securitisations and Derivatives - Challenges for the Global Markets" (The Wiley Finance Series). There's much to improve when it comes to credit risk. And I am aiming at making a difference.
The broader vision is to achieve a rather holistic understanding of the current state and the future risks in the financial markets and beyond.