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Risk.net’s top 10 investment risks for 2025
Rate cuts may have calmed some of investors’ previous fears. But the possible actions of a second Trump administration are creating new ones. Fresh concerns in our annual buy-sider survey include a trade war, a stock market crash and growing social discord. The incoming US president makes the list too. Safe passage for investors seems far from certain.
BlackRock on how modern portfolio theory is misunderstood
Standard asset allocation is likely sub-optimal in a changing world, say strategists
Traders dredge 0DTE data for intraday gamma insights
Firms such as UBS, BofA and OptionMetrics are investing in continuous net options position monitoring
Long gamma puts brakes on post-election US stock rally
Call selling by ETFs helped fuel largest net gamma positioning among dealers since July
Pimco and Vanguard slash FX forwards trading with BNP Paribas
Counterparty Radar: French bank sees its notional with mutual funds halve
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Acadian model detects gaps between climate goals and reality
Quant shop builds tool for net-zero alignment assessment, using NLP and Bayesian models
BlackRock preps managed futures ETF
Asset manager’s plans could open strategy to $400 billion-plus new asset pool
Critics warn against softening risk transfer rules for insurers
Proposal to cut capital for unfunded protection of loan books would create systemic risk, investors say
Robeco fires up AI thematic ETF
Firm’s large language models pick themes, categorise stocks, and choose winners and losers
Credit risk transfer, with a derivatives twist
Dealers angle to revive market that enables them to offload counterparty exposures, freeing up capital
Quant investing
BlackRock preps managed futures ETF
Asset manager’s plans could open strategy to $400 billion-plus new asset pool
JPM sees upside in blurring lines between QIS and SMAs
Hedge funds are combining their strategies with bank indexes to create new products
Neil Chriss sets out to codify the game theory of trading
The co-author of the benchmark Almgren-Chriss model has updated his thinking on market impact
UBS embraces ‘narrative alpha’ for new form of sentiment strategy
NLP engine traces how stories spread, instead of counting words
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
Franklin Templeton dethrones MSIM as top FX options user
Counterparty Radar: MSIM continued to cut RMB positions in Q3, while Franklin Templeton increased G10 trades
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