Profile
This time’s no different: Robeco’s faith in 200-year backtests
Firm’s (very) long-term studies suggest factor strategies can soften hit from stagflation
How Michael Spector left his mark on quantitative finance
Physicist trained in Soviet scientific centres found elegant solutions to complex problems
Sell side ramps up outsourced trading to sceptical buy side
New entrants anticipate a wave of takeup among larger asset managers, but are they aiming too high?
‘Corrective’ algo tells quant firm when it’s wrong
QTS has built a machine to show whether a strategy is likely to succeed or flop
Federated’s CIO on the fight to save prime MMFs
SEC reform proposal could be final nail in coffin for institutional prime funds
From ‘cottage industry’ to quant-ready: prop data at JP Morgan
Unique information now “table stakes” for brokers as they compete for new clients
Carbon fund increases returns by decreasing supply of permits
Europe’s emissions trading system could be a catalyst for the energy transition, but only if prices rise
Optiver aims to gatecrash FX options private party
Dutch non-bank hopes to exploit shift to electronic markets in OTC options, following record $7bn trading day
New GFXC chair aims to keep up reform on last look
SNB’s Andrea Maechler urges more liquidity providers and trading venues to address hold times
Benhart: banks should start revising for OCC’s climate exams
US agency’s climate chief says firms will need more data from clients if they’re to make the grade
Bookstaber: past performance is no guide to future risks
Veteran risk chief says trading gains in wake of LTCM’s demise forged love of agent-based modelling
Adia wealth fund is building supergroup of quant investing
Abu Dhabi Investment Authority wants to turn systematic investing into a ‘good science’
How NN IP uses machines to read the market – and itself
Dutch manager being acquired by Goldman uses machine learning to ‘augment’ its analysts
Back in the New York groove: BNY CRO’s risk revamp
Veteran risk manager and former trader on “intelligent” risk-taking
Rising inflation may spare smaller middle-market lenders
PennantPark bets that picking the right entrepreneur can protect private credit from rising prices
How State Street came to vote against polluting companies
SSGA will vote against companies that do too little on climate, but won’t abandon them entirely
NatWest’s PB chief on not changing course after Archegos
Marcus Butt believes diversity of clients, both in size and type, is the best way to manage risk
A quant’s view on protecting stock-pickers from themselves
Ex-Citadel, Millennium risk manager says fundamental investors have much still to improve
How Brexit split Aegon’s euro swaps book
Years-long effort saw trades quietly move to Frankfurt – but firm wants continued access to LCH
Mizuho tries its hand in European rates
Japanese bank bets on handful of deep relationships to compete in crowded European market
Stronger together: CLS’s chief risk officer on risk culture
Deborah Hrvatin discusses integrated risk management, mega-hacks and model risk
How to trade like the investor who made $1bn in a day
Mark Spitznagel won’t reveal how he made a 4,144% return, but he does discard plenty of rival trades
This quant firm cut 90% of its compute costs. Here’s how
Quantbot Technologies uses ‘smart data routing’ to stop runaway spending on data and computing
Sunil Cutinho on CME’s crisis performance
Maverick clearing house boss dismisses the need for anti-procyclicality tools imposed by regulators