Asset management
Time to put real problems to the quantum machines
There is a lot to learn before quantum computers can be applied to specific financial problems
Stock-pickers take note: the quants are coming
Quant funds are turning their hand to fundamental investing
How does it look from space? Satellite surge to alter investing
Higher-frequency images set for use in entirely new ways and by more investors than before
Japan regulation sparks hunt for new annuity products
Foreign currency products hit by push for transparency on forex risk and charges
DTCC in talks to clear MarketAxess bond trades
Market-first move could cut platform’s costs and counterparty risks
Podcast: Venturelli and Kondratyev on quantum annealing
Authors show how quantum theory could aid portfolio construction
Beyond Markowitz with quantum annealing
Venturelli and Kondratyev use quantum annealers to optimise portfolios
Outsourcers eye bigger role in funds’ fixed income trading
Research suggests 20% of large asset managers will outsource part of overall trading by 2022
Fund ratings flip as 2008 losses fade from view
Over 90% of top-rated US equity funds have betas greater than one
Cantab finds ‘value-add’ in alternative datasets
Quant firm estimates how much alpha new data can add before putting it to use
Stick to core skills or risk data overload, says Goldman quant
Data-as-a-service chief says asset managers risk being swamped by new types of information
Quants blame crowding and concentration for bleak 2018
Funds are still struggling to explain why so many of them did so badly last year
Volatility scaling unravels as market patterns shift
Waning power of quant approach could be a reason for trend following’s malaise
Systematic manager puts up guardrails for AI
Boston-based Acadian aims to limit risks from complex, machine learning algorithms
China Minsheng and SocGen team up for quant index product
CMBC Macro 1 signal index attracts $580 million as investors adapt to products without performance guarantees
Fund houses get picky over where to use machine learning
Buy-siders limit usage of deep learning techniques due to haziness over their inner workings
Born again: Citi’s forex prime brokerage
After a $180 million gut-punch, the apex brokerage is now evangelising to amused rivals about the perils of mispricing
Start-up uses AI to zero in on US property deals
Team including former cyber intelligence agents builds model to target real estate transactions
Funds hunt for the real McCoy in alternative data jungle
Uncorrelated information is a rare species but there are other ways to make funky new data work
Crowding can be good for quants (sometimes) – Goldman
Study finds timing dictates different results for convergent and divergent strategies in herd moves
Credit Suisse and Rayliant team up for China quant launch
Firms want to tap investors' zeal for systematic strategies in A-shares
China throws up challenges for alternative premia funds
Poor data, curbs on trading and regulatory change put a new spin on the investment approach
Baselines for applying machine learning to investing
Techniques that worked in the natural sciences may not translate well to financial markets