Hedge funds
Speculators flock back into the EU carbon market
EU reforms trigger carbon rally set to last through 2018
EU market abuse rules could trip alternative data users
Regulators might treat some new datasets as inside information, lawyers say
BAML hires new US head, Ice names model risk head, and more
Latest job changes across the industry
Flexibility and a pragmatic approach puts Kairos Investment Management in a strong position for the future
After suffering a loss of more than 40% of assets under management during the financial crisis, Kairos Investment Management has recovered and – employing a virtually unchanged team – is building on the foundations previously put in place by taking a…
Customisation and risk mitigation strategies are the trends to watch in 2018
With the swing towards customisation expected to gather momentum in 2018, flexiblity and responsiveness to clients’ needs are increasingly important. Deutsche Bank is well positioned to assist its clients, improving their agility and flexibility with the…
La Française finds success in focus on quantitative premia and credit strategies
Launching a hedge fund business in February 2013 may have seemed an unusual move at the time, but for the co-founders of La Française Investment Solutions (LFIS) it has proved a logical and successful one
Funds seek ways to stay clear of factor flows
Gyrations in momentum and value are a reminder that investors can be swept up in factor reversals
Commodity research house of the year, Asia: Societe Generale
Energy Risk Asia awards, 2017: Digging into position analysis allows bank to better track commodity markets
Quant funds look past the obvious for uses of alternative data
Many systematic investors are sceptical but a few are finding ways to make new data work
Bridgewater’s Murray on radical transparency and op risk
Risk30 profile: “People think we’re crazy,” says giant fund’s co-CEO of its unique approach to op risk
AQR’s Cliff Asness: ‘machine learning worries me’
Leading quant cautious on machine learning’s use with limited data
‘We’re being fed a line’: investors vexed by central bank influence
Buy-siders say central bank communications policies broke link between markets and political risk
Managers see danger in rise of mega funds
Institutionalisation of hedge funds could be adding to liquidity risk, managers say
Acadian ends social media data ties with Microsoft Bing
Quant asset manager says it finds more use in orthodox sources of data
Covered funds seen as starting point for Volcker rule reform
Inter-agency consensus may prove more elusive on altering prop-trading definitions
Formosas, the Fed, and the billion-dollar Bermudan trade
Rates options desks on alert as decline in Formosa bond issuance could hit profits and raise US volatility
Saba’s Weinstein: ETFs ‘destroy value’ in junk bonds
Hedge funds wary of high-yield bonds; blame ETFs for shrinking liquidity premium
FRTB threatens popular hedge fund strategies
Brevan exec says market risk capital rules could force buy side out of certain trades
Research start-up offers quant tips for discretionary investors
Disruptor sees gap in market, created by growing influence of macro factors on trade performance
Redemptions focused within strategies suffering losses in 2016
Redemptions focused within strategies suffering losses in 2016
CLO investors fret as rate hikes loom
Rising default rates could trigger a stampede out of the market
Hedge fund redemptions a dismal end to a bad year
Managed futures funds saw big inflows in 2016, but left investors disappointed
Hedge funds shift gears on commodities
Investors have flocked back to commodities. And while analysts believe this will continue, hedge fund managers see traditional investor profiles changing
Larger funds are net losers as outflows continue
Managed futures funds have seen biggest redemptions for three years