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.
New research suggests volatility of transmission matters more for asset prices
Unusual pattern seen in Covid crash could help volatility sellers avoid future reversals
New tool aims to gauge wider cost of virus control measures
Policy-maker actions or missteps will drive markets, academic says
Smog, traffic data – even movie rentals – help analysts track economic effects of virus
Robert Furdak is sparking discussions about responsible trend following in unsustainable stocks
Systematic managers grapple with ESG demands of clients
Clustering algo delivers speedier and more accurate explanations of portfolio returns
Goldman quants’ thought experiment shows timing works best for low-Sharpe strategies
David Hand shines a light on dark data and the dangers of distortion by absence
Matthew Beddall’s Havelock restyles value investing for the big data age
New benchmarks paint a less flattering picture of buyout funds
Theory says replication can work, but investors are reluctant to give up private equity’s smoothed returns
New study shows “the engine for value performance is not broken”