Quant investing
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Novel risk-off CTA strategy passes tariff test
Ai for Alpha’s defensive approach to trend following worked as planned in April turmoil
Advanced visualization for the quant strategy universe: clustering and dimensionality reduction
The authors present a novel visualisation model, based on 5000 quantitative investment strategies, which can identify nonlinear relationships and clustering strategies with similar risk factor exposures.
JPM sees upside in blurring lines between QIS and SMAs
Hedge funds are combining their strategies with bank indexes to create new products
Neil Chriss sets out to codify the game theory of trading
The co-author of the benchmark Almgren-Chriss model has updated his thinking on market impact
Hedge funds pile into short volatility QIS options
New twist on capturing vol premium remains popular despite mixed performance in August vol spike
UBS embraces ‘narrative alpha’ for new form of sentiment strategy
NLP engine traces how stories spread, instead of counting words
Premialab adopts CDM for QIS swap booking
Vendor selects open source data model to power expansion in growing systematic index market
The coming AI revolution in QIS
The first machine learning-based equity indexes launched in 2019. They are finally gaining traction with investors
The evolution of portfolio strategies: Special report 2024
This report explores the dynamic evolution of portfolio management and investment strategies, addressing challenges, technological advancements and ongoing innovations
BNP Paribas targets hedge funds with equity vol carry options
Bank aims to meet demand for QIS options extending beyond commodities
Execs can game sentiment engines, but can they fool LLMs?
Quants are firing up large language models to cut through corporate blather
Quants are using language models to map what causes what
GPT-4 does a surprisingly good job of separating causation from correlation
Inflationary cloud has silver lining for some quant strategies
Research finds certain factors may perform better than previously realised when prices rise