Hedge funds
Bank risk manager of the year: Deutsche Bank
Risk Awards 2022: Seasoned risk team put on a masterclass in how to manage margin risks
SEC outdoes Europe on hedge fund, private equity disclosures
US to ban preferential treatment and introduce quarterly performance updates in rule shake-up
Indexed fixed income
An audiocast discussion about the evolution of indexation in fixed income markets
Leveraging data in e-FX trading
A white paper explaining how, in a world where electronic trading has infiltrated virtually every aspect of today’s FX market, having access to data and the means to interpret it are fundamental components of a successful e-FX strategy
Outrunning risk with cloud
Supercharged risks are running circles around banking risk models. Here’s how the cloud can keep you one step ahead
Investment fund leverage: the known unknowns
More work needed on first-mover redemption incentives and margin calls, says Iosco chief
Review of 2021: Default, revolt, reform
Archegos, GameStop, the last days of Libor – markets just about coped in a bleak and disorderly year
SEC stock loan disclosure plan won’t make markets more equal
The GameStop saga showed that securities lending is opaque. New rules are unlikely to improve things
Language barrier: quants slog to teach investing bots to read
Training models to interpret text can be dull; doing it badly can be costly
FXPBs wary of Turkish lira risk, say hedge funds
Primes hesitant to take big positions on embattled currency
People moves: Quarles quits Fed, CS credit team exodus continues, and more
Latest job changes across the industry
Hedge fund stake exit helps Credit Suisse cut VAR
Market risk-weighted assets at the AM unit drop almost 95% following the move
Buy-side rates traders staying on sidelines after wild October
Funds cautious after staggering collapse of the year’s steepener trade
Some hedge funds are financing trades for other hedge funds
After the Archegos collapse, hedge funds are competing to borrow money from a dwindling number of banks
NatWest’s PB chief on not changing course after Archegos
Marcus Butt believes diversity of clients, both in size and type, is the best way to manage risk
Don’t bank on it: Fed urged to widen access to new repo facility
Central clearing of SRF’s repos and less unease over its use could also buoy glitchy Treasury market
Amundi, Axa urge boardroom pay cuts for climate laggards
Link remuneration to carbon-emission goals and companies will get serious, say large investors
Quant funds tackle chronic overfitting in crypto strategies
Firms adapt backtests and tread lightly to address “huge” overfitting risk, magnified by scarce data
A quant’s view on protecting stock-pickers from themselves
Ex-Citadel, Millennium risk manager says fundamental investors have much still to improve
Banks lure FX algo sharks into shallow waters
Sick of losing out to predatory HFTs, dealers are trying to create liquidity pools they can trust
Two Sigma building quant tools to hunt real estate bargains
Information-rich market offers “trillions of dollars of opportunity”, says data chief
How to trade like the investor who made $1bn in a day
Mark Spitznagel won’t reveal how he made a 4,144% return, but he does discard plenty of rival trades
Fed’s repo facility won’t end US Treasury woes, experts say
Dealer facility does little to address root causes of recent liquidity shocks
Clunky crypto markets serve quants well – can it continue?
Poor price discovery presents opportunities for systematic traders in super-trending markets