Articles by Rob Mannix
The options experts who think vol selling is a broken trade
Some say the equity volatility risk premium has vanished, others say it comes and goes
Roll over, SRTs: Regulators fret over capital relief trades
Banks will have to balance the appeal of capital relief against the risk of a market shutdown
Investors ignore ESG scores when hedging climate risks – Engle
The ability to withstand uncertainty matters more than green credentials, says Nobel laureate
Franklin Templeton’s great DeFi migration
TradFi’s money and DeFi’s tech will inevitably combine, says asset manager’s futurist-in-residence
The AI explainability barrier is lowering
Improved and accessible tools can quickly make sense of complex models
BlackRock, BGI and the big quant pivot
How the world’s largest asset manager revived the fortunes of its struggling west coast unit
The ‘get-out-of-debt’ card that may worry bond investors
A new paper analyses the controversial tool that governments may be forced to deploy to control borrowing costs
The investors who aren’t fretting over Trump’s stat sulk
Some see dismissal of statistics agency chief as an assault on US institutional integrity; for others it offers a chance to throw off outdated methods
How much do investors really care about Fed independence?
The answer for some is more nuanced than you might think
Why know-it-all LLMs make second-rate forecasters
A bevy of experiments suggests LLMs are ill-suited for time-series forecasting
Quants use AI to shush noisy order-book data
Signals from clusters of seemingly informed trading perform better, researchers say
Lessons from chaos theory on Trump tariff bottlenecks
Forecasting the ripple effects of trade policies presents a special challenge
Stock-picking bots and models that don’t trade: AI at Vontobel
Early experiments are already bearing fruit, in sometimes surprising ways