Quant investing
Reporting on strategies from across the sector
While our other desks write about derivatives, regulation and risk management issues, our Asset Management desk focuses on the growing quantitative investing sector.
We look at the latest developments in quant research, machine learning and big data, and explain how different firms are seeking to take advantage.
With insight from quant funds themselves to fundamental investors, no other brand is covering the sector in this much depth.
Browse our coverage below.
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AllianceBernstein digs into its own data, looking for alpha
Firm combs through information about its portfolio managers for signs of bias and bad habits
UBS AM joins buy-siders building central data science teams
Data science unit will serve firm’s non-quant investment staff
Winton’s David Harding on turning away from trend following
Founder explains decision to scale back weighting of strategy that made firm’s name
Quants call for better grasp of how AI models ‘think’
Tools from image recognition can help with interpretability
Lo’s ‘dynamic alpha’ gives quants new tool to fine-tune strategies
Time-sensitive measure could help manage systemic risk too
A fool’s gold (or data) mine
Quants are building statistical toolkits to avoid the pitfalls of data mining
Quant manager spurns vendors’ machine learning software
Ex-head of algo trading at JP Morgan says machine learning processes should be built internally
Machine learning study points way to smarter beta
‘Boosted trees’ method uses same metrics as conventional factor investing but mixes them in new ways
JP Morgan data scientist on mining and machine learning
Asset management arm looks to trawl internal data for investment edge