Investing
Latest Investing
Trend followers search for answers after a year to forget
Quants have new ideas to address strategy’s vulnerability to reversals
Hedge fund holdouts boost euro steepener bets into year-end
After some investors took profits in September, those that stayed in the trade are now doubling down
Dutch pensions weigh hedge unwinds ahead of transition
As January 1 nears, Dutch pension funds consider unwind timing to avoid rush to the exit in thin year-end liquidity
Ardagh review sparks CDS warnings
Lawyers warn a panel’s decision on the company’s restructuring will have wider implications
BlackRock, Citadel Securities, Nasdaq mull tokenised equities’ impact on regulations
An SEC panel recently debated the ramifications of a future with tokenised equities
Featured
The options experts who think vol selling is a broken trade
Some say the equity volatility risk premium has vanished, others say it comes and goes
Credit default swaps break through fourth wall
Fourth-trigger CDS trading ramps up as more protection sellers enter field
Want to be a quant? Here’s how (and how not) to get hired
Stay curious, be a team player, speak well – and don’t be big-headed
Roll over, SRTs: Regulators fret over capital relief trades
Banks will have to balance the appeal of capital relief against the risk of a market shutdown
BlackRock, BGI and the big quant pivot
How the world’s largest asset manager revived the fortunes of its struggling west coast unit
Artificial Intelligence
Rates investors unmoved by stories of AI bliss, or doom
Research shows downward moves in US Treasury yields around generative AI model releases
Quants use AI to shush noisy order-book data
Signals from clusters of seemingly informed trading perform better, researchers say
Why know-it-all LLMs make second-rate forecasters
A bevy of experiments suggests LLMs are ill-suited for time-series forecasting
Academic warns of systemic risk from AI-powered trading
Strategies generated by LLMs exhibit “very strange, correlated trading behaviour”, says Lopez Lira
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
Counterparty Radar is based on position data from around 20,000 US mutual funds and ETFs, rolled up to the manager level – it shows the OTC derivatives they have on their books, and who they traded them with, providing unique insights into an important market segment. More info
Pimco piled into euro put options in Q2
Counterparty Radar: EUR/USD buying spree takes Pimco’s FX options book to $7 billion
Sponsored content
About
These articles were paid for by contributing third parties. Click here for more information on content funding.
Japan’s yen swaps go global
Institutional priorities in multi-asset investing
Liquidity in private markets: the structural and data challenge
How next-generation exchange infrastructure is redefining global market access
Fixed income ecosystem
