Quant investing
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The age of ethical investing, but can quants cope?
Systematic managers grapple with ESG demands of clients
Systematic investing, the value factor and Hong Kong swap rates
The week on Risk.net, October 12–18, 2019
Value: ‘Trade of the decade,’ says QMA
Quant firm predicts big revival for out-of-favour strategy
Pimco deploys neural net model in agency bonds
Old models for $7 trillion mortgage market overstate risk in some cases, asset manager says
Deep hedging and the end of the Black-Scholes era
Quants are embracing the idea of ‘model free’ pricing and hedging
QMA’s Dyson: AI a ‘wonderful marketing concept’
Quant firm sceptical about using artificial intelligence to seek out tradable strategies
GAM Systematic’s Ewan Kirk is sticking to his guns
Have markets changed? “They always do,” says quant fund CIO
PanAgora uses NLP to cut through Chinese cyber speak
Fund builds Mandarin-reading algo to gauge sentiment of retail investors
AQR takes step into exotic trend following
$200-billion quant firm joins those plugging new take on strategy that’s struggled
Aspect Capital’s just-in-time metamorphosis
Martin Lueck on the trend follower’s launch of new strategies that cushioned last year’s blows
Search engine study shows limits of alternative data
Google Trends adds nothing to volatility predictions, researchers find
How Amazon and Netflix disrupted value investing
New business models have upset a common metric in the quant strategy
CICC Hong Kong scrutinises quant strategies after sector's woes
Asset manager strives to understand better the drivers of risk premia returns
Fund builds virtual analyst to do ‘grunt work’
Equities unit at Principal Global Investors wants its analysts analysing, not rooting through email and research reports
From memos to texts, algos fish for signals in-house
Hedge funds turn to natural language tools to pry more value out of their analysts’ internal writings
Neuberger trusts market-timing model to hook China investors
Fund aims to smooth returns for buy-siders spooked by past market dips
Stock-pickers take note: the quants are coming
Quant funds are turning their hand to fundamental investing
How does it look from space? Satellite surge to alter investing
Higher-frequency images set for use in entirely new ways and by more investors than before
Cantab finds ‘value-add’ in alternative datasets
Quant firm estimates how much alpha new data can add before putting it to use
Alternative risk premia breaks through in Asia
Asian home bias and opportunity to exploit mispricing of assets among factors boosting strategies
Quants blame crowding and concentration for bleak 2018
Funds are still struggling to explain why so many of them did so badly last year
Volatility scaling unravels as market patterns shift
Waning power of quant approach could be a reason for trend following’s malaise
Funds hunt for the real McCoy in alternative data jungle
Uncorrelated information is a rare species but there are other ways to make funky new data work
Crowding can be good for quants (sometimes) – Goldman
Study finds timing dictates different results for convergent and divergent strategies in herd moves