Research
Navigating investment choices: determinants of corporate investment strategies in Japan’s nonfinancial sector
Focussing on Japanese nonfinancial firms, the authors investigate which factors, such as interest rates and stock price, influence investment strategies.
SNB researchers test LLM-based FX trading strategy
Meta’s Llama 3.1 comes out top predicting G10 currency sentiment based on news articles
Saved by the Byrd? The fight over the OFR’s future
Dodd-Frank made it the premier data-grabber, and the financial world doesn’t like it
Mapping the influence of enterprise risk management: a systematic review and bibliometric analysis
The authors conduct a bibliometric analysis and systematic review to investigate the influence of enterprise risk management research.
Commodities research house of the year: Energy Aspects
Energy Risk Awards 2025: Acquisitions and technology turbo-charge research firm’s services
Climate risk research house of the year: Veyt
Energy Risk Awards 2025: Veyt’s unique views help clients navigate low-carbon markets
SG’s Ungari swaps research for structuring in new QIS role
Veteran researcher and strategist ‘putting things into action’ with new remit
Getting a handle on model parameters
Mean reversion in rate parameters opens the door to dimensionality reduction
AI ‘lab’ or no, banks triangulate towards a common approach
Survey shows split between firms with and without centralised R&D. In practice, many pursue hybrid path
Everything, everywhere: 15 AI use cases in play, all at once
Research is top AI use case, best execution bottom; no use is universal, and none shunned, says survey
Researchers, quants, strats – AI is coming for you
Survey IDs roles to be most impacted by front-office AI, but experts say many will change, not disappear
How Citi moved GenAI from firm-wide ban to internal roll-out
Bank adopted three specific inward-facing use cases with a unified framework behind them
SG looks beyond equity derivatives in new markets push
French bank aims to expand fixed income business to achieve “more stable” revenues across asset mix
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
The curious case of the revealing orders
Oxford academics have found evidence pointing to collusion on a European exchange, but market-makers aren’t wholly convinced
ETRM systems 2024: market update and vendor landscape
This Chartis report evaluates energy trading and risk management systems that provide front-to-back, asset class-specific and geography-specific coverage, and considers the full energy trade lifecycle
People: Masters moves into FNZ, Two Sigma founders step back, and more
Latest job changes across the industry
Communications surveillance solutions 2024: market update
A report offering Chartis’ latest view of the vendor landscape for communications surveillance solutions
Chartis RiskTech AI 50 2024
A Chartis report exploring the landscape of artificial intelligence and its adoption in the financial services
Hedge fund’s bots hunt for ‘non-linear’ trade signals
Boutique investment firm Goose Hollow uses LLMs to scrape thousands of news sources, searching for links that others miss
Execs can game sentiment engines, but can they fool LLMs?
Quants are firing up large language models to cut through corporate blather