Buy side
At Numerai, real-world figures need not apply
AI hedge fund CEO sees the light in black-box technology
US Treasury market holds its breath after high drama
Intermediation broke down after off-the-run bonds were dumped on banks
Funds try to predict behaviour of mystery investors
New EU rules on liquidity stress-testing force fund managers to hunt out clues on investors
‘Quantamental’ approach convinces Morgan Creek CEO
Proponent of big-picture investing sees growing role for machines, but with caveats
Dealers cast doubt on swaptions compensation plans
Redress scheme for victims of post-Libor valuation change may fail due to “cherry-picking” fears
Who killed FX volatility?
Beyond central bank policy, traders see a range of hidden structural factors at work
ICAAP/ILAAP – Unlocking business value from capital and liquidity assessment
Regulators consider banks’ internal capital adequacy and assessment process (ICAAP) and internal liquidity adequacy assessment process (ILAAP) important tools in managing risk. The European Central Bank’s (ECB’s) updated guidance – which came into effect…
Caveat pre-emptor: Man ESG chief talks snubbed markets
Robert Furdak is sparking discussions about responsible trend following in unsustainable stocks
Fuzzy data stalls ESG alpha hunt
Quants searching for ESG signals have reached very different conclusions. Mostly they blame the data
‘Fallen angels’ pose little threat to EU funds
Passive fund outflows in a credit crisis would put pressure on high-yield bond prices
New Mifid equivalence rules leave UK firms in limbo
Revised market access rules won’t kick in until six months after UK leaves single market
The age of ethical investing, but can quants cope?
Systematic managers grapple with ESG demands of clients
Full stream ahead for bonds
Price streaming offers cost savings and operational efficiencies, but it could fragment liquidity
Luxembourg regulator probes loan investments by Ucits
Lawyers say CSSF has already told a number of funds to prepare to sell their holdings
ESG like a new factor, alt managers say
Shift of capital to sustainable investing predicted to disrupt established strategies
Eurex members divided over liquidity risk charges
Banks say proposed charge too conservative, debate whether add-on should be charged directly to clients
The corporate bond revolution will be streamed
Dealers are piping feeds of live, executable prices direct to select clients
Non-EU hedge funds stage surprise escape from SFTR
European Commission clarifies scope of reporting obligation that confused many in the industry
Asia moves: Natixis hires Asia M&A chief, Deutsche Bank picks north Asia head, and more
Latest job news across the industry
Regulators urge buy-side action on Libor shift
ARRC set to release ‘checklist’ for buy-side firms, while FCA assesses exposures
OCC updates default auction rules to encourage buy-side bids
Clearer’s proposed changes follow client fears of being locked out
Ripping up the old asset class labels
Outmoded classifications of securities may be concealing market risk. AI has a better idea
Worth the cost? EU rethinks Mifid disclosure rules
Banks would gladly be rid of cost disclosures, but some clients want them improved, not scrapped