Articles by Rob Mannix
EU market abuse rules could trip alternative data users
Regulators might treat some new datasets as inside information, lawyers say
Investors take note as quality in Japan wakes up
Upturn in performance creates chance of “fundamental factor timing”, analyst says
History suggests stock market crash not imminent – Goetzmann
Stock market bubbles have seldom burst, says Yale economist
Study finds holes in quality factor indexes
Metrics commonly used to build indexes bring zero alpha, says Research Affiliates
Making the alternative a reality
Quant firms will have to adapt to prosper in the new datasets environment
Quant funds look past the obvious for uses of alternative data
Many systematic investors are sceptical but a few are finding ways to make new data work
US blocking new list of global too-big-to-fail insurers
US wants designation suspended until new, activities-based approach is ready
Eiopa official says no major cut in risk margin on the cards
Policy head expects no big changes in capital from 2018 Solvency II review
Indexer looks to tap quant fund demand for big data
MSCI’s historical real-time data could be used in backtesting strategies, pricing exotic options
Will private credit go from boom to bust?
It is the acceptable face of shadow banking. But is too much money chasing too few opportunities in private credit?
Experts dismiss research showing flaw in value strategies
Academics who argue quant value strategies select companies with inflated accounts miss the point, say industry players
Is there still life in the low-vol bet?
Quant analysts disagree on rate sensitivity of $150 billion strategy
Eiopa to revisit standard formula calibrations in ‘recurring exercise’
Authority considering periodical reviews to preserve Solvency II’s risk sensitivity
Andrew Lo’s theory to beat a theory
Author of Adaptive Markets tells Risk.net what his ideas mean for investors and regulators
Research start-up offers quant tips for discretionary investors
Disruptor sees gap in market, created by growing influence of macro factors on trade performance
Using cloud-based solutions to improve risk modelling
Content provided by IBM and Risk.net
The risk-parity fire sale that didn’t happen
Have fears of a co-ordinated sell-off by risk-parity funds been proven wrong?
‘Great rotation’ highlights clash over unseen risks in factor investing
Gaps in performance of apparently similar products rekindle debate on index construction
Factor investors wary about rush into value stocks
Buy side warned to stay diversified as quality and low-vol falls from favour
Trump win forces rethink of investment risk assumptions
Risk management preparations confounded by day that shifted from risk off to risk on
Taking aim at efficient market theory
Winton founder David Harding slams ‘weak’ theoretical basis for alternative beta
Insurers cannot get round Brexit with ‘brass plaques’ – CBI
Firms will need a substantial presence in Ireland to sell into single market, says regulator
Why Europe's insurers can't stop buying bonds
Solvency II has pushed firms to run positive duration gaps
No subordination: Aviva’s clever matching adjustment repack
Insurer's repack vehicle issued only single senior note