
Seismology models sound out safe ground for DG Partners
Quake technology helps quant firm time entry and exit points – and buck trend-following trend

For the quants at DG Partners, the key to outperforming trend following’s flagging returns was, figuratively speaking, right under their noses – or perhaps more accurately, under their feet. The models the firm deploys draw, rather unusually, on the science of goldmining.
It’s an oddly appropriate adoption of the technology. Before working in finance, the firm’s head of research, Stefanel Radu, was part of a team of scientists in South Africa assessing the risk of deep-level goldmines
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
More on Investing
A student of Dr Doom says QE is here to stay
Salomon alumni Michael Howell says central banks can’t stop pumping liquidity
In bank runs and market crashes, it matters how ideas ‘catch’
Contagion episodes show importance of network effects in finance
HFT activity increases periodic auctions costs
Eightfold jump in market impact as more trades head to once-benign execution format
We’ll help banks reach ‘other side’ of deposit squeeze – Ares CEO
Private credit firm talking with banks about liquidity and capital ‘solutions’
Zero-day spikes vanish as bank worries exceed inflation fears
Implied volatility for short-dated options points to shift in sentiment after SVB failure
More data needed on ‘cocktail’ of private market risks – FCA chair
“Patchy” reporting makes spotting hidden leverage and liquidity risk hard, says Alder
No big boost to UK dark trading after Brexit
Expected explosion in hidden equity liquidity has failed to materialise
Fat tails and optimal LDI portfolios
A portfolio optimisation technique for pension funds and insurance portfolios is presented