Asset management
AQR’s Cliff Asness: ‘machine learning worries me’
Leading quant cautious on machine learning’s use with limited data
Smart Beta and Factor Investing Special Report 2017
Asia has been slow to embrace smart beta investment strategies, but this is beginning to change with an increase in sustainable investing and institutional investors in the region – such as insurers and pensions managers – looking to protect portfolios…
Jumping on the smart beta bandwagon
An increase in sustainable investing and institutional investors are promoting smart beta investment strategies in Asia
Making the most of risk premia strategies
Sponsored Q&A: BNP Paribas
Improving sustainability in Asian investments
Sponsored Q&A: Premia Partners and Societe Generale
‘Green’ China leads the global drive for a sustainable economy
Sponsored feature: BNP Paribas
‘We’re being fed a line’: investors vexed by central bank influence
Buy-siders say central bank communications policies broke link between markets and political risk
Liquidity snarls progress on factor investing in credit
Asset managers are re-engineering strategies borrowed from equity to fit practicalities of trading bonds
Asia Risk Congress 2017: Factor-based investing in emerging markets
Sponsored video: Premia Partners
Integrating smart beta into a developing Chinese market
Sponsored Q&A: Premia Partners
Insurers want clarity not compromise on G-Sii list
Insurance regulators must be clear about rut into which global supervision has slid
Machine learning could solve optimal execution problem
Reinforcement learning can be used to optimally execute order flows
AIG decision threatens too-big-to-fail insurer label
Fragmentation of international rules on cards as US denounces systemic designations
Quants stymied by lack of alternative risk premia flows data
Data shortage is hampering efforts to model futures market liquidity
US blocking new list of global too-big-to-fail insurers
US wants designation suspended until new, activities-based approach is ready
Why factor crowding fears are overblown
Factor investing has little impact on exposures, claims La Française Investment Solutions
Machine learning for trading
Gordon Ritter applies reinforcement learning to dynamic trading strategies with market impact
Global trends in institutional ETF trading
Sponsored survey report: Jane Street
Managers see danger in rise of mega funds
Institutionalisation of hedge funds could be adding to liquidity risk, managers say
Flash crash early warning tool launched
Start-up seeks to commercialise controversial VPIN measure
Acadian ends social media data ties with Microsoft Bing
Quant asset manager says it finds more use in orthodox sources of data
Insurers say capital rule threatens long-duration products
Implied credit charges could triple under one approach being field-tested by regulators
Indexer looks to tap quant fund demand for big data
MSCI’s historical real-time data could be used in backtesting strategies, pricing exotic options
Firms race to apply machine learning to liquidity risk models
As key regulatory deadline looms, US mutual funds are waiting to see if machine learning can enhance liquidity risk models