Editor, Quant investing
Rob Mannix is the desk editor for investment, covering systematic investment strategies from quant funds to factor investing. He was previously responsible for Risk.net’s insurance coverage.
Based in the London office, Rob is interested in developments in the use of new types of data, the application of machine learning in investment, and research into systematic sources of return in markets.
Rob joined Infopro Digital (then Incisive Media) in 2008, having previously worked at Euromoney Institutional Investor, covering legal and regulatory issues affecting capital markets.
Endogenous volatility has a tell-tale pattern, quants find
Passive investing has blunted market efficiency, but hedge funds are failing to capitalise
Risk Live: Flows impact asset prices more than widely believed and may be more predictable – quants
Bets on single-stock versus index volatility are “incredibly attractive by historical standards”
$110 billion quant investor creates automated system to spot greenwashers
Quant team’s options-based approach avoids pitfalls of historical data dependence
Research head Tabachnik says strategies like intraday momentum are victims of their own popularity
Retail traders can dictate prices in markets dominated by passive investors
‘Genetic’ algorithm picks bonds to buy or sell from quadrillions of possible combinations
‘Rough volatility’ models promise better pricing and hedging of options. But will they catch on?
New model captures how ‘fanatical’ investors can influence asset prices
In the most realistic simulations, data-driven approach fared 30% worse than conventional hedging
Quake technology helps quant firm time entry and exit points – and buck trend-following trend
Investors are flocking to alternative diversifiers of equity risk
Novel uses of patent and other data could help tell trailblazers from phonies
Riding trends in equity markets is proving to be a risky pastime for quant investors
Uncertainty and strategy design meant November 9 rally fell short of covering momentum crash
Scenario analysis still isn’t taken seriously; it should be, says AQR’s former risk chief