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.
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
Low rates and flatlining yield curves leave investors seeking carry in swaps and swaptions
Pandemic prompts a switch in approach from strategic to tactical
As historical data loses relevance, quants must find new ways to validate their theories
Equity value may be in the doldrums, but the strategy works in credit – investors think they know why
Pioneer of agent-based models warns of virus resurgence akin to 1918 Spanish flu