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.
“This time next year volatility will most likely be low,” says Fishwick
Rates market is exposed to some of the same factors that caused equity volatility to explode in February
Regulators might treat some new datasets as inside information, lawyers say
Stock market bubbles have seldom burst, says Yale economist
Many systematic investors are sceptical but a few are finding ways to make new data work
US wants designation suspended until new, activities-based approach is ready
Policy head expects no big changes in capital from 2018 Solvency II review
MSCI’s historical real-time data could be used in backtesting strategies, pricing exotic options
Academics who argue quant value strategies select companies with inflated accounts miss the point, say industry players
Authority considering periodical reviews to preserve Solvency II’s risk sensitivity
Disruptor sees gap in market, created by growing influence of macro factors on trade performance
Content provided by IBM and Risk.net
Gaps in performance of apparently similar products rekindle debate on index construction
Buy side warned to stay diversified as quality and low-vol falls from favour
Risk management preparations confounded by day that shifted from risk off to risk on