Rob Mannix is the investing desk editor. Based in the London office, Rob is interested in developments such as 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.
Reluctance of ESG investors to sell holdings is pushing prices even higher
Ex-Citadel, Millennium risk manager says fundamental investors have much still to improve
Market microstructure theory may also explain long-term patterns in stock markets
Quantbot Technologies uses ‘smart data routing’ to stop runaway spending on data and computing
Scale helps in handling new data, but alpha may be found in niche strategies
Replication could allow financial firms to use – and monetise – data that was previously off-limits
Endogenous volatility has a tell-tale pattern, quants find
Passive investing has blunted market efficiency, but hedge funds are failing to capitalise
Risk Live: Flows impact asset prices more than widely believed and may be more predictable – quants
Bets on single-stock versus index volatility are “incredibly attractive by historical standards”
$110 billion quant investor creates automated system to spot greenwashers
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