Risk management
Irrational exuberance? One gauge gives BlackRock pause
One measure of investor euphoria is registering its most extreme readings since the 2000 tech crash
Factors’ tails are fatter than you think
Investors should beware extreme losses from factor investing strategies
Rokos hires new risk chief
Gianluca Squassi is replacing Nick Howard as the $8 billion hedge fund’s CRO
Natixis creates model to ‘learn’ how factors interact
Random forest technique sheds light on flux in how factors mix, manager says
Honesty is key to machine learning’s future – Roberts
Oxford-Man Institute director on why tomorrow’s models will gracefully admit defeat
Malta’s crypto assets plan means greater AML risks, IMF warns
Authorities must rapidly improve AML regime and guarantee FSA’s independence, mission says
Don’t count on vol regime change – BlackRock quant
“This time next year volatility will most likely be low,” says Fishwick