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 hedge funds are looking to new markets for a competitive advantage
Uncertainty over approval process leaves firms “in limbo”
Local regime likely to be tougher than Solvency II, although risk margin might change
Row over calculation of discount rates exposes political differences
Heightened lapse risk ends 20-year "romance" with hedge funds, says Nordea Life & Pensions CIO
Insurers still treating own-risk assessment too much like a compliance exercise, Nordic supervisors say
Regulatory attention shifting to hedge fund users of derivatives
Court decision to overturn Sifi status reopens debate on vulnerability of insurers
Asset managers look beyond quantitative metrics for hard-to-model risk
A known flaw in conventional risk models is becoming hard to ignore in current markets
Regulatory agenda shifting to systemic risk of herding
New rules could push buy-siders towards synthetic strategies
Contradictions between systemic risk rules and solvency regulations seem unavoidable
Capital treatment under Solvency II unclear, say firms