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.
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”
Allocators may be unwittingly concentrating their bets in private equity funds, research suggests
Theory-first firms must modernise their methods or wither, says machine learning expert
After carry, the flight-to-quality factor – the ‘elephant in the room’ – is a key driver, a study says
Have markets changed? “They always do,” says quant fund CIO
Risk Live: New data will “completely transform the landscape” of investing, says SG's Albert Loo
A strategy betting against low conviction shorts beat a benchmark model by 6% in back tests
Hedge funds turn to natural language tools to pry more value out of their analysts’ internal writings