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.
Record returns in March give little comfort that strategy is ‘back’
Quants develop new ways to extract signals from media-savvy chief executives and their financial statements
Quants cannot ignore real-world frictions such as sanctions and market closures
Wrong type of curve derails quants’ commodity carry trade for worst spell in decades
Investors must think long-term, warns risk expert; west may lose out to crypto and new financial hubs
Sentiment signals derived from what analysts say beat those based on bosses’ responses, say quants
US equity reversal on January 24 has spawned many theories, but no solid answers
Abu Dhabi Investment Authority wants to turn systematic investing into a ‘good science’
Discount rates for heaviest polluters will worsen by 50 basis points by end 2025, research suggests
Dutch manager being acquired by Goldman uses machine learning to ‘augment’ its analysts
Zig-zagging markets could spell trouble for quant strategies and dealers hedging options
Equity trend strategies designed to hedge against market drops have suffered in recent turmoil
Retail trading boom has made intraday single-stock strategies more viable
Banks are revamping intraday trend strategies; buy-siders aren’t sure it’ll work
Training models to interpret text can be dull; doing it badly can be costly
Models trained by looking at sentences beat conventional approaches that contextualise words
Reluctance of ESG investors to sell holdings is pushing prices even higher
Ex-Citadel, Millennium risk manager says fundamental investors have much still to improve
Market microstructure theory may also explain long-term patterns in stock markets
Quantbot Technologies uses ‘smart data routing’ to stop runaway spending on data and computing