Publications & Research
One of Paul Darbyshire’s most recognized contributions to quantitative finance is the Hedge Fund Modelling series, co-authored with David Hampton and published by Wiley Finance. These books provide a comprehensive toolkit that bridges theory and practice, and are widely regarded as essential references for hedge fund modeling.
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Wiley Finance Series
One of Paul Darbyshire’s most recognized contributions to quantitative finance is the Hedge Fund Modelling series, co-authored with David Hampton and published by Wiley Finance. These books provide a comprehensive toolkit that bridges theory and practice, and are widely regarded as essential references for hedge fund modeling.
Hedge Fund Modelling and Analysis Using Excel and VBA (2011–2012)
- Detailed methodologies for modeling hedge fund strategies
- Covers risk-adjusted performance, benchmarking, and portfolio optimization
- Includes extensive Excel/VBA implementations for direct use by researchers and traders
The series is widely adopted in graduate courses, hedge fund training programs, and professional consultancy projects — bridging the gap between academia and practice.
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Other Publications
Paul and David Hampton have also developed extended editions in other programming languages to meet diverse industry needs:
- Hedge Fund Modelling and Analysis Using MATLAB – Advanced numerical modeling and visualization for researchers and quant teams.
- Hedge Fund Modelling: An Object-Oriented Approach Using C++ – High-performance modeling for low-latency, mission-critical trading environments.
All editions share a common goal: to help readers understand modeling principles and implement them in practice, shortening the distance from theory to execution.
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Research Focus
Paul’s research spans both traditional quantitative finance and interdisciplinary exploration, including:
- Hedge fund strategy modeling and multi-strategy portfolio analysis
- Risk management: VaR, stress testing, and scenario simulation
- Dynamic portfolio optimization and adaptive asset allocation
- Behavioral finance and decision modeling
- Financial software engineering and trading system design
His work embodies a balance of academic depth and practical application, giving him a distinctive edge in the finance industry.
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Industry & Academic Impact
Paul’s books and research are widely cited in academic literature and have had significant influence in financial practice.
- Adopted as core textbooks in graduate programs worldwide
- Used as practical guides by hedge fund managers, risk specialists, and financial software engineers
- Advanced the use of interdisciplinary approaches in market applications
- Cemented Paul’s status as a leading thinker and practitioner in quantitative finance
His publications are now standard tools in financial training programs and research teams, earning him a reputation as a bridge between academic theory and real-world financial technology.