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Can nowcasting unlock factor timing?
Fulcrum Asset Management is running tests to see if fresher data can help improve factor allocations
Wall Street vets vie to be BlackRock of crypto
Fund launch uses fundamental analysis to identify value propositions in high-risk industry
Honesty is key to machine learning’s future – Roberts
Oxford-Man Institute director on why tomorrow’s models will gracefully admit defeat
CICC looks to China assets for alt risk premia boost
Source of diversification can be found in yuan-denominated assets, says fund’s quant head
Arnott, Harvey: machine learning dangerous when data thin
Experts warn ML should be used “for its correct purpose”
HSBC and the risk-advisory robot
Bank has amassed 10-petabyte pool of client data to spot hedging, financing and payments needs
AIIB risk chief on steering China’s World Bank rival
Martin Kimmig on the Asian Infrastructure Investment Bank’s challenge of overcoming patchy credit data
How quants at Value Partners pick Macau’s casino winners
Hotel data on ‘high rollers’ helps group make casino investment calls, as quant influence grows
Citizens: tearing up the rule book
Super-regional’s CRO streamlines RBS-era lending rules to speed up credit approvals
From trend follower to trailblazer
New fund targets commodities others are “scared” to trade – from asphalt to glass panels
The machine shines in Hong Kong A-share fund
Strategy run by ChinaAMC (HK) combines machine learning with human judgement to outdo rivals
Why Dario Villani trusts machine learning
Duality Group CEO says people should abandon ‘top-down, godlike model’ and their need to understand
Not so DFAST: slim Mizuho avoids stress
Mizuho Americas has remained lean to head off CCAR, and, post-Crapo, it’s clear of DFAST, too
At BlackRock’s West Coast AI lab
The firm is handing its ‘most vexing problems’ to artificial intelligence
Finally, a professional group for model-risk managers
As models of all stripes crowd into finance, the people who screen them form an association
Factor funds ‘do right things for wrong reasons’ – Intech
Firm says conventional investing wisdom is missing out on alpha
Q&A: CFTC’s Giancarlo on the race to overhaul cross-border rules
New Sef rules imminent, but deference to foreign regulators may not be completed by 2020
SunTrust’s ‘swim lanes’ keep exposures in line
Bank has five bands of risk – a granular approach it says makes it easier to control exposures
Kyte follows broker herd to Europe as Brexit looms
OTF provider lines up contingency plan to transfer London business to Paris entity
PNC’s risk chief on life as an in-betweener
Regulatory relief has bypassed the 'super-regionals', says CRO
UBS’s CRO on the hunt for hidden risks
Swiss bank has rung the changes in its attempt to catch hard-to-measure risks, but “you are never safe”, warns Christian Bluhm
AllianceBernstein digs into its own data, looking for alpha
Firm combs through information about its portfolio managers for signs of bias and bad habits
BlueMountain hunts for mispricings in rates markets
As QE rolls off, Colin Teichholtz sees rich pickings for relative-value fixed-income strategies
Hosting the world: HKMA on cross-border bank resolution
Hong Kong regulator supports 75% internal TLAC to boost international co-operation