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.
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
Firms will need a substantial presence in Ireland to sell into single market, says regulator
Insurer's repack vehicle issued only single senior note
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