Articles by Faye Kilburn
Model misfires raise questions over training data
Quants wrestle with how far into the past their machine learning models should peer
Fund managers seek to plug holes in ESG data
Social intel proves elusive as virus reawakens sense of corporate virtue
Vol decay and correlation flips: CFM’s take on the Covid crisis
Market bounce-back blindsided quant investment firm – and others
For a post-Covid world, quant fund revives a contentious idea
Crisis puts out-of-vogue practice of “porting” alpha back in play
How adaptive models got AlphaSimplex through the Covid crisis
System sped up moves out of stocks into commodities and bonds
Firms hone use of new data to pick Covid-19’s winners
Investment managers are starting to use alternative data to assess the pandemic’s effect on individual stocks
Quant firm deploys new metric for Covid sensitivity
Los Angeles Capital debuts new factor for measuring stocks’ sensitivity to the pandemic
Quants puzzle over how to handle negative oil prices
Firms are choosing to cut ‘outlier’ prices from data or to rely more on fundamental inputs
Safe havens no longer safe, quants fear
Equity-debt correlation breakdown and negative bond yields make investors nervous
Some quants fear more deleveraging to come
Buy-siders brace for further selling after hedge funds dumped risk in March
Covid-19 tumult is testing AI fund returns
Some ML strategies have coped well, but others began to struggle as panic mounted
Lighting up the black box: a must for investors?
Many contend you must be able to interpret machine learning in order to use it
At Numerai, real-world figures need not apply
AI hedge fund CEO sees the light in black-box technology
Factor strategies seesaw in coronavirus-hit markets
Quants struggle to second-guess ongoing effect of virus on investments
‘Quantamental’ approach convinces Morgan Creek CEO
Proponent of big-picture investing sees growing role for machines, but with caveats
Prising open the black box of AI
Shapley values, Lime and other tools can help decipher machine learning’s output. It’s a start…
ESG like a new factor, alt managers say
Shift of capital to sustainable investing predicted to disrupt established strategies
Man and machine need each other – Systematica CEO
“The errors made by humans and robots are different,” says Leda Braga
Don’t invest in bad ESG companies, hedge funds told
Managers have seen a “sea change” in attitudes to sustainability
Ripping up the old asset class labels
Outmoded classifications of securities may be concealing market risk. AI has a better idea
Neuberger Berman gets its Sherlock on
Asset manager deploys quant-cum-sleuth to sniff out portfolio risk
Quants – pick your alt data wisely, says Goldman MD
Investors must balance risk of false signals versus missing out on alpha, says Matthew Rothman
Ex-Credit Suisse quants embrace machine learning
Founders of XAI Asset Management grapple with unsupervised learning and the problems of explainability
Allocation models that know their unknowns
Quants say probabilistic programming beats machine learning in balancing strategies