Buy side
AQR takes step into exotic trend following
$200-billion quant firm joins those plugging new take on strategy that’s struggled
How AI could tear up risk modelling canon
BlackRock, MSCI, La Française among firms looking to replace traditional, linear risk models
A tech-driven transformation
A panel of experts explores how greater collaboration between risk and finance teams can garner significant benefits and add value, how technological innovation is making the regulatory landscape more complicated to navigate and produce transformative…
Risk and finance – Better together
Changing regulations and new accounting standards are creating enormous challenges for financial organisations. SAS explores why, to successfully meet these new requirements, organisations need to rethink the way they operate
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…
Lessons from a decade of top 10 op risks
Constants and changes in Risk.net’s annual rankings spotlight common gaps in op risk management
Asset managers urged to sign global forex code
Firms risk hit to reputation by not committing to standards on market practice, investor says
Local Asian custodians not ready for IM phase five
Banks’ sluggish preparations for initial margin rules could hit buy-side clients
How does it look from space? Satellite surge to alter investing
Higher-frequency images set for use in entirely new ways and by more investors than before
Outsourcers eye bigger role in funds’ fixed income trading
Research suggests 20% of large asset managers will outsource part of overall trading by 2022
Stick to core skills or risk data overload, says Goldman quant
Data-as-a-service chief says asset managers risk being swamped by new types of information
Buy side bemoans gaps in EU benchmark register
Missing detail in approved index list could undermine compliance with new benchmarks regulation, investors warn
Lack of buy-side repo backstop a concern – Citi repo head
Growth of client repo books could create liquidity crunch, says Grigorios Markouizos
Fund-linked structured products face extinction under FRTB
Global market risk capital standards carry sky-high charges for fund derivatives
Funds hunt for the real McCoy in alternative data jungle
Uncorrelated information is a rare species but there are other ways to make funky new data work
China throws up challenges for alternative premia funds
Poor data, curbs on trading and regulatory change put a new spin on the investment approach