Introduction

Mission Statement

Empirica Lab is an independent research firm focusing on practice-driven applied problems in quantitative finance and risk management. Our philosophy is rigorously empirical, dogma-free and based on bottom-up observations instead of top-down theories. Accordingly, we focus on problems that the academic environment tends to ignore and enforce higher empirical standards than academic institutions. Our independence allows us the freedom to focus on what we believe is true and relevant.

Co-research directors: Nassim Nicholas Taleb and Paul Wilmott
Business director: Paul Shaw