Articles by Faye Kilburn
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
Baselines for applying machine learning to investing
Techniques that worked in the natural sciences may not translate well to financial markets
Weiss scraps bond strategy amid liquidity qualms
Buy-Side Risk USA: $1.6 billion manager says thinned-out markets make generating alpha hard
UBS Asset Management cools on alternative data
Buy-Side Risk USA: Firm checked several datasets and found little alpha
Some trend followers are less than ‘pure’ – study
Sick of waiting for a crisis, some commodity trading advisers move from ‘pure trend’ to ‘trend-plus’
Buy-side quant says Brexit a ‘test’ of new AI
Natural language processing can give “more insight” into possible market shudders, says Simonian
Funds use artificial intelligence to weigh ethical investing
Quants explore links between ESG investment and outperformance
Can nowcasting unlock factor timing?
Fulcrum Asset Management is running tests to see if fresher data can help improve factor allocations
Natixis creates model to ‘learn’ how factors interact
Random forest technique sheds light on flux in how factors mix, manager says
Wall Street vets vie to be BlackRock of crypto
Fund launch uses fundamental analysis to identify value propositions in high-risk industry
Quants ‘running into walls’ with AI interpretability
Some firms “stumbling” with new technology, conference hears
Quants say big data is all buzz, no alpha
Efforts to extract alpha from alternative data have been “really unsuccessful”, says Domeyard’s Qi
Quants use AI to cut through murk of ‘sustainability’
Separating the wheat from the chaff is fundamental to ESG investing. Machine learning can do that
Factor timing: scant upside, big downside
Stock selection trounces “tempting” factor timing in study
The funhouse mirror of CLO equity hedges
CLO equity cannot be directly hedged, so people are buying approximations and hoping for the best
Man embraces open source in push to lure tech talent
Risk USA: Forget Silicon Valley – come work in finance, hedge fund CRO tells technologists
BlackRock shelves unexplainable AI liquidity models
Risk USA: Neural nets beat other models in tests, but results could not be explained
Why Dario Villani trusts machine learning
Duality Group CEO says people should abandon ‘top-down, godlike model’ and their need to understand
Tenets of investment, upended
Faith in correlations has been sorely tested as markets tear up one long-held maxim after another
At BlackRock’s West Coast AI lab
The firm is handing its ‘most vexing problems’ to artificial intelligence
Big funds muzzle their AI machines
Fears over interpretability, crowding and overfitting have put a damper on efforts to unleash AI for asset management
Do or die – asset managers take up data science
Firms are scanning an ocean of text and images, as well as big number sets, to grab an edge
Modelling the tweetstorm? Political risks vex EM funds
Digital fusillades have heightened the risks facing emerging market investors
Bank data: gold mine, or minefield?
The urge for dealers to sell their financial data is being counterbalanced by fears over client reactions