Articles by Rob Mannix
Adia wealth fund is building supergroup of quant investing
Abu Dhabi Investment Authority wants to turn systematic investing into a ‘good science’
Green stocks will rise 8%, while energy shares slide – BlackRock
Discount rates for heaviest polluters will worsen by 50 basis points by end 2025, research suggests
How NN IP uses machines to read the market – and itself
Dutch manager being acquired by Goldman uses machine learning to ‘augment’ its analysts
Midday stock reversals becoming more common, quants say
Zig-zagging markets could spell trouble for quant strategies and dealers hedging options
Market reversals trigger losses for intraday quant strategy
Equity trend strategies designed to hedge against market drops have suffered in recent turmoil
JP Morgan testing deep hedging of exotics
Neural network trained to hedge complex options using simulated data expected to go live this year
Quants turn to single stocks to revive intraday trend strategy
Retail trading boom has made intraday single-stock strategies more viable
Investors question fixes for a quant strategy that’s stalled
Banks are revamping intraday trend strategies; buy-siders aren’t sure it’ll work
Language barrier: quants slog to teach investing bots to read
Training models to interpret text can be dull; doing it badly can be costly
New breed of NLP model learns finance better, study finds
Models trained by looking at sentences beat conventional approaches that contextualise words
EU’s new carbon-scoring metric bedevils investors
Buy-side risk survey 2021: Evic could have harmful consequences for green investing
Stock-level ‘inelasticity’ explains ESG boom, research says
Reluctance of ESG investors to sell holdings is pushing prices even higher
‘Signatures’ promise quants a tool for all jobs
Little-known mathematical technique could find applications from pricing options to sniffing out alpha signals
A quant’s view on protecting stock-pickers from themselves
Ex-Citadel, Millennium risk manager says fundamental investors have much still to improve
An old model can shed new light on how flows shape prices
Market microstructure theory may also explain long-term patterns in stock markets
Don’t fret about elevated skew, vol experts say
Extreme relative cost of tail risk hedging is driven by flows more than fear
This quant firm cut 90% of its compute costs. Here’s how
Quantbot Technologies uses ‘smart data routing’ to stop runaway spending on data and computing
Quants split on who wins in the alt-data gold rush
Scale helps in handling new data, but alpha may be found in niche strategies
Quants turn to machine learning to unlock private data
Replication could allow financial firms to use – and monetise – data that was previously off-limits
Market’s mystery jumps might be predictable after all
Endogenous volatility has a tell-tale pattern, quants find
Hedge funds not doing enough to fix mispricings, study finds
Passive investing has blunted market efficiency, but hedge funds are failing to capitalise
Investment flow tracking is next ‘frontier’ for alpha
Risk Live: Flows impact asset prices more than widely believed and may be more predictable – quants
Dispersion trades are back after losing big in 2020
Bets on single-stock versus index volatility are “incredibly attractive by historical standards”
Acadian builds ‘green screen’ to auto-filter ESG phoneys
$110 billion quant investor creates automated system to spot greenwashers