Asset management
Aspect Capital’s just-in-time metamorphosis
Martin Lueck on the trend follower’s launch of new strategies that cushioned last year’s blows
Drax, Brevan and the rise of the agency broker
JB Drax has become a key broker for at least 15 buy-side firms, including Brevan Howard. But what is driving the success of the secretive agency broker and its peers?
Search engine study shows limits of alternative data
Google Trends adds nothing to volatility predictions, researchers find
Goldman and SG on alternative data: do believe the hype
Risk Live: New data will “completely transform the landscape” of investing, says SG's Albert Loo
The Fed doesn’t like narrow banks, but asset managers do
Narrow banks would funnel cash to the Fed to get its rate – money managers are intrigued
JP Morgan AM creates Taiwan trading hub
New local centre aims to channel orders in bulk, cutting price slippage
One size does not fit all – Adapting to meet investment goals
Guillaume Arnaud, global head of quantitative investment strategies (QIS), and Sandrine Ungari, head of cross-asset quantitative research at Societe Generale, explore the benefits of QIS for investors, why flexibility is crucial for investors to meet…
How Amazon and Netflix disrupted value investing
New business models have upset a common metric in the quant strategy
ETF investing – Building better portfolios
At the Asia ETF Forum 2019, Hong Kong Exchanges and Clearing (HKEX) welcomed industry experts from around the region to six key Asian exchange-traded fund (ETF) cities, offering attendees an updated view on the growing ETF market in Asia. This article…
Risk premia strategies – Lessons learned for the future
After a difficult 2018, investors are increasingly wary of risk premia, concerned that factors leading to underperformance might be a recurring problem. Imene Moussa, executive director at UBS, clarifies this issue
CICC Hong Kong scrutinises quant strategies after sector's woes
Asset manager strives to understand better the drivers of risk premia returns
Fund builds virtual analyst to do ‘grunt work’
Equities unit at Principal Global Investors wants its analysts analysing, not rooting through email and research reports
Citi culls HFTs from FXPB client list
HC Technologies, Jump Trading and Virtu Financial among those told to find a new prime broker
No alpha in hedge funds’ average short positions – research
A strategy betting against low conviction shorts beat a benchmark model by 6% in back tests
Asset managers urged to sign global forex code
Firms risk hit to reputation by not committing to standards on market practice, investor says
From memos to texts, algos fish for signals in-house
Hedge funds turn to natural language tools to pry more value out of their analysts’ internal writings
CFTC commissioner backs non-cleared margin docs relief
Stump calls for US to enact BCBS-Iosco $50m threshold for operational requirements
Libor leaders: Prudential takes SOFR for a test drive
Test trades have allowed US insurer to start getting used to a life without Libor
Cleaning noisy data ‘almost 70%’ of machine learning labour
Quants flag signal-to-noise ratio as key to reducing overfitting risk
Emergency docs: funds rush to meet EU’s revised Emir rules
Isda asks for six-month extension as previously exempt funds hit with margin requirements
Neuberger trusts market-timing model to hook China investors
Fund aims to smooth returns for buy-siders spooked by past market dips
A powder keg in forex: the prime broker business
Brokerages look at high-speed algo trading paired with bloated credit limits – and shudder
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