Investment strategies
The future of quantitative investment
Discussion on the increasing appeal of QIS, latest trends and use cases in the Apac region
Investment decisions driven by fine-tuned large language models and uniform manifold approximation and projection-supported clustering and hierarchical density-based spatial clustering
Timing minimum-variance investment in the Canadian stock market
SG’s Ungari swaps research for structuring in new QIS role
JP Morgan QIS notionals hit $100bn
Dealer sees 15% annual growth in ‘imperfect’ notional measure, eyes rates and FX for next phase
Equity derivatives house of the year: Bank of America
Risk Awards 2025: Bank gains plaudits – and profits – with enhanced product range, including new variants of short-vol structures and equity dispersion
Man Group airs climate allocation tool for real-world decarbonisation
Compass is a guide for steering $200 trillion investment toward decarbonising high-emission industries
JPM sees upside in blurring lines between QIS and SMAs
Hedge funds are combining their strategies with bank indexes to create new products
Finland’s Ilmarinen goes back to basics
Talking Heads: Once one of the few funds that would enter bank risk recycling trades, recent overcrowding has seen it pivot to listed equities
Delving into the investment psyche: investigating the determinants influencing individual investors’ decision-making
The authors investigate five cognitive biases and how they impact investment decisions, using data from 400 investors to determine which factors are significant factors in the making of investment decisions.
Premialab adopts CDM for QIS swap booking
Vendor selects open source data model to power expansion in growing systematic index market
Optimal time-consistent reinsurance and investment strategies for multiple dependent types of insurance business and a unified investment framework
This paper puts forward a novel insurance and illustrate the impact of model parameters on optimal investment strategies.
Equity vol convexity selling gains momentum
Risky hedging strategy is attracting interest but can investors learn from past convexity blow-ups?
In pursuit of portfolio performance: buy-side firms adopt new technologies and strategies
Industry experts discuss the challenges in adapting to data-driven strategies, and the need for transparency and new technologies to navigate uncertainties and optimise performance
FX books bulge in quant investment field
Carry strategies attract bulk of interest; banks eye growth in volatility, intraday and emerging market replication
Execs can game sentiment engines, but can they fool LLMs?
Quants are firing up large language models to cut through corporate blather
Getting more for less: better A / B testing via causal regularisation
A causal machine learning algorithm is used to estimate trades’ price impact
Identity verification solutions 2023: market and vendor landscape
This report analyses the current identity verification solutions landscape and examines the key market trends, regulatory drivers and vendor strategies shaping it