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.
Time-sensitive measure could help manage systemic risk too
Pension fund cuts risk to guard against correlation switchback
One trendy investment approach reinforces another
Standardised data would improve systemic risk monitoring and save firms billions, say data engineers
Market feedback loops have a signature that can be spotted and monetised, new fund SIMAG says
Common multi-factor strategies have hidden macroeconomic exposures, research shows
Research on how long trends last could help avoid fallout from drawdowns like February’s
Relationships between order flow and price “are stable through time and across stocks and sectors”
“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