Tass added that for the second quarter in a row the three most popular strategies in net asset inflows were long/short equity, event driven and global macro. These accounted for, respectively, $6.2 billion, $5.9 billion and $3.3 billion of inflows. For the full year, long/short equity
- People moves: SocGen adds in prime services, Deutsche fills new rates hole, HSBC makes model move, and more
- Quant Finance Master’s Guide 2019
- Credit risk quants are hitting the tech gap
- Princeton tops inaugural Risk.net quant master’s ranking
- Does credit risk need an expected shortfall-style revamp?