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.
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
Firms are using data on product returns and employee welfare to pick winners
Strategies miss recovery from March plunge, prompting rethink on speed of mean reversion
Recent advances in behavioural finance could give rise to new quant models and strategies
Quant fund pioneer plans to build an economic super-simulator on a global scale
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