Robustness is very much a buzz word in the systematic trading world. If a manager's trading system is robust it can withstand unforeseen market turbulence and still identify those hard-to-find opportunities.
In the current economic climate, the more robust a quantitative trading tool is, the more it may be able to traverse the unpredictable moments that are popping up with amazing regularity.
Quantitative managers may have the edge over the more discretionary style managers at the moment. The
- Quant Finance Master’s Guide 2019
- People moves: SocGen adds in prime services, Deutsche fills new rates hole, HSBC makes model move, and more
- Cross-currency swaps could hasten RFR shift in Australia
- Podcast: Kenyon and Berrahoui on the pitfalls of PFE
- EU parliament OKs no-action powers but leaked doc signals delay