Asset management
Realism or deregulation? Fed sidelined in oversight of insurers
Proposed activities-based approach to non-bank systemic risk will make Sifi designations less likely
Weiss scraps bond strategy amid liquidity qualms
Buy-Side Risk USA: $1.6 billion manager says thinned-out markets make generating alpha hard
UBS Asset Management cools on alternative data
Buy-Side Risk USA: Firm checked several datasets and found little alpha
Funds ring alarm on EU guidelines for liquidity stress-testing
Managers could be forced to use multiple methods to stress-test large number of funds every quarter
Robo traders not so different from us, says Man AHL risk chief
Watching over machine learning algorithms is similar to monitoring human portfolio managers
As China bonds go global, dealers size up demand for swaps
China’s onshore derivatives market must grow quickly to meet the hedging needs of foreign investors
Asia ETF Forum 2018 special report
Since the launch of the first exchange-traded fund (ETF) on the Hong Kong Exchanges and Clearing (HKEX) in 1999, exchange-traded products (ETPs) have gained popularity as they become one of the fastest-growing investment products in the world. Hong Kong…
Some trend followers are less than ‘pure’ – study
Sick of waiting for a crisis, some commodity trading advisers move from ‘pure trend’ to ‘trend-plus’
Buy-side quant says Brexit a ‘test’ of new AI
Natural language processing can give “more insight” into possible market shudders, says Simonian
Banks concoct fixed income alternative premia 2.0
Fixed income was a rare winner in a terrible 2018 for alternative risk premia. More complex iterations are on the way
Capturing alpha in Asia’s ETF market – Trends to watch in 2019
As the inclusion of China A-shares into major indexes could potentially lead to record inflows into China, 2019 is set to be an exceptional year for the Asian exchange-traded funds (ETFs) market. Meanwhile, investors in the region are increasingly eyeing…
Relationship banking isn’t dead, just different
Some asset managers are pumping banks for liquidity leads. But what can they offer in return?
A blueprint for alternative data in asset management
UBS Asset Management’s data chief describes how alternative data can aid the investment process
Funds use artificial intelligence to weigh ethical investing
Quants explore links between ESG investment and outperformance
Stability heightens flash crash risks – research
Liquidity breaks down when latent orders are revealed too slowly, quant firm says
Irrational exuberance? One gauge gives BlackRock pause
One measure of investor euphoria is registering its most extreme readings since the 2000 tech crash
CSOP to tap Chinese interest in quant with momentum index
Hong Kong asset manager plans to spin off products from recently launched cross-asset index
BlackRock’s psych team (yes) hunts for bias in trades
Portfolio managers asked to keep ‘trade diaries’ of the thinking that led up to poor investments
Quants clash: machine learning or linear models?
Some studies say the algorithms beat the common models; other studies say the opposite
Can nowcasting unlock factor timing?
Fulcrum Asset Management is running tests to see if fresher data can help improve factor allocations
Factors’ tails are fatter than you think
Investors should beware extreme losses from factor investing strategies
Asset managers brave patchy data to nowcast China’s GDP
Techniques include using many datasets, relying on proxies and continually reviewing models
DE Shaw rebukes Giancarlo’s big idea on Sefs
Hedge fund endorses electronic trading, as CFTC pushes for a return to old phone-based business
Rokos hires new risk chief
Gianluca Squassi is replacing Nick Howard as the $8 billion hedge fund’s CRO