Hedge funds
FX needs for Apac corporates in 2022
This white paper examines the results of a survey, conducted in association with Bloomberg, that offers insight into how corporations based in Apac interact with the FX market
Hedge funds warn SEC dealer rule is ‘unenforceable’
Private funds say they are collateral damage of poorly drafted push to regulate PTFs
Finding the investment management ‘one analytics view’
This report is essential reading for buy-side risk, investment and technology leaders looking to achieve a new level of analytical insight and drive a step-change in performance
Systematic hedge funds eye outsourcing to bank algos
Cost pressures encourage new stream of clients to pass FX algo trading to banks
Podcast: Ritter on optimal execution and reinforcement learning
Hedge fund quant describes a simple rule of thumb for portfolio turnover
‘Corrective’ algo tells quant firm when it’s wrong
QTS has built a machine to show whether a strategy is likely to succeed or flop
Crypto investing: asset managers have left the starting block
Asset managers are diving into the rapidly evolving world of blockchain technologies — crypto currencies, digital assets and smart contracts — and are progressing faster than expected
Ukrainian debt holders brace for restructure
Investors could see a 40% haircut on the bonds, but it’s never that simple
From ‘cottage industry’ to quant-ready: prop data at JP Morgan
Unique information now “table stakes” for brokers as they compete for new clients
Boaz Weinstein picks Ukraine bonds as a tail-risk strategy
Saba Capital bought debt for as little as 20 cents on the dollar, anticipating explosive payoff
Shifting cyber security from compliance to a risk focus
Cyber attacks have grown in frequency and sophistication, with 3,813 data breaches reported in the first half of 2019, which was an increase of 54% over the previous year.
Seven steps to performance-enhancing ERM
Achieving best practices in risk management takes time and involves progressing through various levels. The important thing is that the three lines of defence are aligned around the ultimate objectives and understand their individual roles.
Integrated risk management: the confidence to carpe diem
In a world that has changed almost overnight, businesses across the planet have had to adapt just as fast.
LGIM blasts ‘dangerous’ netting of short positions on carbon emitters
Netting shorts on big polluters distracts investors from task of persuading firms to slow climate change
How banks got caught in Archegos’s web of lies
Risk managers quizzed and confronted the firm, but lawsuits claim they were “systematically misled”
The importance of enterprise resilience alongside rapid digital transformation
The Covid-19 pandemic has accelerated digital and organisational transformation for many companies but, as leaders across industries note, this has also made them more vulnerable to new risks.
Large vector autoregressive exogenous factor (VARX) model with network regularization
In this paper the authors introduce a novel penalty method for the VARX model in the context of portfolio returns, which aggregates the information from the financial networks of portfolios.
SEC rule could stop pension funds investing in hedge funds
Hedge funds need to hold insurance to win US pension plan money. New rules would make cover too dear
Stocks and bonds start to move in step, making quants jittery
Long-established inverse correlation between asset classes breaks down during first quarter
Earnings call analysis 2.0 goes beyond good and bad words
Quants develop new ways to extract signals from media-savvy chief executives and their financial statements
Outrunning risk with cloud
Supercharged risks are running circles around banking risk models. Here’s how the cloud can keep you one step ahead
New rules could see hedge funds sued for ‘doing a good job’
SEC proposal would make it easier for investors to sue hedge funds than mutual funds for negligence
Ukraine invasion clouds rates consensus trades
“Old school” US macro trades are back in fashion, but geopolitical risks add uncertainty
Ignoring climate risk helps Crispin Odey hedge fund jump 30%
Odey Asset Management profits from buying energy stocks shunned by investors averse to climate risk