Asset management
Institutional ETF trading: Liquidity improving, trade sizes growing
Sponsored survey report: Jane Street
Fischer Black was right. Somewhat
CFM quants show timing and extent of mean reversion using a highly data-intensive study
Do or die – asset managers take up data science
Firms are scanning an ocean of text and images, as well as big number sets, to grab an edge
EU may let UK insurers break law to pay clients after Brexit
Member states likely to choose protecting policy-holders over suing firms, if UK leaves with no deal
Esma preps stricter stress-testing rules for EU funds
New guidance expected to be released for consultation in early 2019
Rival strategies split multi-factor fund investing
Goldman, Robeco challenge conventional ‘bottom-up’ portfolio design
Modelling the tweetstorm? Political risks vex EM funds
Digital fusillades have heightened the risks facing emerging market investors
Buy side could be biggest voice in key margin decisions
Asset managers encouraged to join Simm’s daily polling mechanism – despite some dealers’ concerns
Banks discreetly seek personnel to mine alt data riches
Citi, Credit Suisse, HSBC and Morgan Stanley are hiring data scientists for a plethora of new initiatives
Fed to push ahead with capital regime for single US insurer
Prudential faces risk capital add-ons unless it sheds “systemically important” label
From AI to cheese: funds seek fixes for trend following
Firms turn to machine learning, hybrid products and new markets to boost returns
Funds take action to avoid fire sales under new SEC liquidity rule
Asset managers want more time to get illiquid assets within regulatory limits during market upheaval
Bridgewater co-CIO on risk parity, correlations and contagion
All Weather fund’s approach remains poorly understood, says Prince
Banks look to spin money from their own data
Big banks are tiptoeing forward with datasets for sale despite a host of internal obstacles
Own goal: Mifid II reduces transparency in some EU markets
New rules replace voluntary arrangements in ETFs and Nordic bonds, fragmenting post-trade data
AllianceBernstein digs into its own data, looking for alpha
Firm combs through information about its portfolio managers for signs of bias and bad habits
BlueMountain hunts for mispricings in rates markets
As QE rolls off, Colin Teichholtz sees rich pickings for relative-value fixed-income strategies
UBS AM joins buy-siders building central data science teams
Data science unit will serve firm’s non-quant investment staff
Quantum computers a ‘viable’ choice in portfolio optimisation
New technology can help solve previously unsolvable problems, says machine-learning specialist
Why robo-advisers need artificial stupidity
Smarter algorithms can’t stop us making bad investment decisions – yet, writes Andrew Lo
Winton’s David Harding on turning away from trend following
Founder explains decision to scale back weighting of strategy that made firm’s name
Veteran structurer Paul Fulcher to leave Nomura
Structurer for insurers and pension funds departing at the end of September
Passive funds turn predator in pursuit of pricing edge
State Street, Amundi, HSBC sharpen trading tactics to exploit index changes
Quants call for better grasp of how AI models ‘think’
Tools from image recognition can help with interpretability