Articles by Faye Kilburn
Managers see danger in rise of mega funds
Institutionalisation of hedge funds could be adding to liquidity risk, managers say
Firms race to apply machine learning to liquidity risk models
As key regulatory deadline looms, US mutual funds are waiting to see if machine learning can enhance liquidity risk models
Bank-loan funds in the dark over liquidity rules
Haziness in SEC requirement on ‘highly liquid’ assets could leave funds open to litigation
Banks shelving alternative beta products at increasing pace
Data suggests overfitting partly to blame for mothballing of two in five strategies
Funds call for delay to SEC’s ‘nebulous’ liquidity rule
Industry groups say monitoring tools are six months from ready
BlackRock to use machine learning to gauge liquidity risk
Firm close to rolling out new models for redemption risk and market liquidity
Quants look to image recognition to process alternative data
Funds are using machine learning to screen alternative datasets more quickly
What the ‘tech wreck’ doesn’t tell us about systematic investing
June sell-off might reveal more about discretionary investors watching factors
SEC liquidity rules may trigger forced sales, funds warn
Investors may be forced to sell illiquid assets in a crisis to avoid compliance breaches
BlackRock’s Prager backs unified fixed-income trading concept
A single venue for trading bonds, ETFs and derivatives is 'on the drawing board'
SEC and CFTC will align on derivatives rules, Cox tells funds
Ex-SEC head says hedge funds should expect greater harmonisation between regulators
Volatility hedgers turn to gamma trades to stem slow ‘bleed’
Nearly $80 billion of gamma trades initiated in March and April as long vega strategies fare badly
Fear of CTA sell-offs could trigger wider stampede
Trend followers could not roil markets alone, but anxiety about them might, say BAML analysts
Saba’s Weinstein: ETFs ‘destroy value’ in junk bonds
Hedge funds wary of high-yield bonds; blame ETFs for shrinking liquidity premium
Modal patterns in market data stump Morgan Stanley quants
New research suggests algo traders are changing the market microstructure
Growth in factor investing renews crowding fears
Single-factor ETFs could pose threat to quantitative equity market neutral strategies
Quant funds plan to ‘skip the day’ after French election
Some model-driven investors see signs of crowding in short volatility trades
The hard labour in profiting from alternative data
Quant fund spending on fresh data will pass $7 billion by 2020, yet most attempts to use it fail
Index rule change could test bond market liquidity
More than 1,000 bonds will be removed from the Barclays US Agg on April 1
Keeping faith: IAIS rebuffs view G-Sii concept will die
But firms see workplan announcement as step away from focus on high-risk entities
SEC nominee flip-flops on Dodd-Frank rollback
Rules mandated by statute must be adopted by regulators, Clayton concedes
SEC derivatives rule on the chopping block
Exposure cap for mutual funds likely to be scrapped, but segregation proposals may survive
Dodd-Frank rollback targets asset manager stress tests
Amended Financial Choice Act eliminates stress tests for funds, lobbyist claims
Smart beta managers face fixed-income paradox
The extension of smart beta ideas to fixed income is posing questions about how well risk factors are really understood