Latest Investing
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
Hedge funds pile into short volatility QIS options
New twist on capturing vol premium remains popular despite mixed performance in August vol spike
Boeing’s descent to junk doesn’t scare investors
Analysts and managers say market can absorb any selling pressure from potential downgrade
Beware the macro elephant that could stomp on stocks
Macro risks have the potential to shake equities more than investors might be anticipating
Hedge fund surge in momentum EGB trading stirs unease
Dealers voice concerns that crowded positions could lead to liquidity squeezes following mass unwinds
Featured
Rob Arnott finds a ‘sweet spot’ for public spending
Veteran buy-sider sees an investing case for small government
Ninety One sees opportunity in overlooked private credit niche
Sponsorless deals offer as much as twice the return, says investment manager
Can pod shops channel ‘organisational alpha’?
The tension between a firm and its managers can drag on returns. So far, there’s no perfect fix
Newton and BofA launch ‘all-weather’ QIS hedging index
Adaptive index sees investment manager toggle between a menu of quant strategies
Regulators want to fix AT1s. Investors want restraint
Tweaking the instrument that regulators love to hate may be the only way to prevent its abolition
Credit
TwentyFour’s ABS chief on skirting ‘overbaked’ deals as issuance booms
Some new issuers are pricing tighter than is sensible, says Aza Teeuwen
Trillion-dollar basis trade will keep growing – asset managers
Treasury issuance, credit trades and repo stigma drive rise in futures use
Securitisation clears way for UK insurers to buy ground rents
Asset manager says booming sector will make up for falling demand from pensions
Legal & General to launch ABS funds amid rising pension demand
After 2022 gilt crisis, trustees and consultants turn to asset-backed securities to bolster portfolio liquidity and returns
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
Goldman Sachs retakes top FXO dealer spot with mutual funds in Q2
Counterparty Radar: Trades with SEI Investments boosts US bank to top spot
Sponsored content
About
These articles were paid for by contributing third parties. Click here for more information on content funding.
To liquidity and beyond: new funding strategies for UK pensions and insurance
Turbocharging tech for next-level risk analytics
A guide to home equity investments: the untapped real estate asset class
Japan’s interest rate derivatives trading and clearing on the rise
From ‘glut effects’ to ‘greedflation’: the factors shaping derivatives markets in 2024
