Hedge funds
Quant manager spurns vendors’ machine learning software
Ex-head of algo trading at JP Morgan says machine learning processes should be built internally
Hedge funds cut CDS positions as basis trades diminish
Net long CDS positions fell by $117 billion from mid-2014 to end-2017
European investment fund growth slows
Bond fund growth rate falls from 10.6% to 8.2% quarter-on-quarter
On the offensive – Seeking a new edge, buy-side invests in portfolio and risk analytics
A fast-moving, headstrong hedge fund – hit by rare losses after a black swan event touched on an overweight country exposure – ponders adding fresh quantitative expertise. Much to traders’ chagrin, the chief investment officer and chief operating officer…
Fixing CDSs: lots of patches, no magic wand
Isda response to Hovnanian controversy could open new loopholes, traders warn
LCH-JSCC basis drops as hedge funds arrive
Capula and Rokos Capital among funds to have gained access to JSCC in recent months
Power to the people: US bourse bets on retail rush into swaps
Eris Exchange hopes retail access to its swap futures will usher in new era of swaps for all
Market mean reversion takes longer than expected – CFM quants
Research on how long trends last could help avoid fallout from drawdowns like February’s
How Asia’s structured products dodged equities sell-off
Dealers deserve praise for improved structures, greater diversification and better risk transfer
Speculators flock back into the EU carbon market
EU reforms trigger carbon rally set to last through 2018
EU market abuse rules could trip alternative data users
Regulators might treat some new datasets as inside information, lawyers say
BAML hires new US head, Ice names model risk head, and more
Latest job changes across the industry
Flexibility and a pragmatic approach puts Kairos Investment Management in a strong position for the future
After suffering a loss of more than 40% of assets under management during the financial crisis, Kairos Investment Management has recovered and – employing a virtually unchanged team – is building on the foundations previously put in place by taking a…
Customisation and risk mitigation strategies are the trends to watch in 2018
With the swing towards customisation expected to gather momentum in 2018, flexiblity and responsiveness to clients’ needs are increasingly important. Deutsche Bank is well positioned to assist its clients, improving their agility and flexibility with the…
La Française finds success in focus on quantitative premia and credit strategies
Launching a hedge fund business in February 2013 may have seemed an unusual move at the time, but for the co-founders of La Française Investment Solutions (LFIS) it has proved a logical and successful one
Funds seek ways to stay clear of factor flows
Gyrations in momentum and value are a reminder that investors can be swept up in factor reversals
Commodity research house of the year, Asia: Societe Generale
Energy Risk Asia awards, 2017: Digging into position analysis allows bank to better track commodity markets
Quant funds look past the obvious for uses of alternative data
Many systematic investors are sceptical but a few are finding ways to make new data work
Bridgewater’s Murray on radical transparency and op risk
Risk30 profile: “People think we’re crazy,” says giant fund’s co-CEO of its unique approach to op risk
AQR’s Cliff Asness: ‘machine learning worries me’
Leading quant cautious on machine learning’s use with limited data
‘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
Managers see danger in rise of mega funds
Institutionalisation of hedge funds could be adding to liquidity risk, managers say