Anthony wonders if AML platforms are being scrutinized enough by banks and regulators, then looks at Wells Fargo's tapping of HPR for its quant division and Northern Trust’s blockchain plans.
Already well established as an alpha-enhancing input to equities trading, sentiment data is now being applied to other asset classes, starting with foreign exchange.
Wells Fargo’s Quantitative Prime Services division has tapped HPR’s Unimus platform, starting with its market access gateway and risk management tool.
The bank’s recent moves signal what could become a managed services offering, as Goldman further embraces cloud, open source, and APIs.
In minutes, JEFQuants compiles information from multiple sources into a unique data package based on traders' queries.
Quants and data scientists can now access five years of Level 3 data through the vendor's Data Lab platform for use in alpha generation.
Ratings toolkit includes features to help investment teams grade securities and funds to meet sustainability mandates.
Later this year the vendor is looking to allow users to clip together various components of an algorithmic trading strategy, making it easier for users with limited programming skills to build their own trading strategies.
Quant funds are striving to adjust their ESG models to take into account changes in corporate behavior during the pandemic.
The two companies are in the early stages of using causal inference to help firms build machine learning models that are better able to handle disruption from events like the Covid-19 pandemic.
PanAgora and Manulife have incorporated alternative datasets and internal industry handbooks, respectively, into their ESG strategies.
Anthony explores how Snowflake is trying to win over business in the cap markets, talks about the reference data space, and examines a new breed of data vendors.
The asset manager is teaming with a vendor on the project, which will first be used for equities trading before moving to corporate bonds.
Industry insiders warn that the regulator’s attempts to modernize equities data by redefining trading lots will fall short of the mark if odd lot orders remain unprotected.
Quants are using data on product returns and employee welfare to pick winners.
A summary of some of the past week’s financial technology news.
Investment managers are starting to use alternative data to assess the pandemic’s effect on individual stocks.
Experts from UBS, Unigestion, MIT and QuantConnect discuss the need for nowcasting, and what the alt data boom has made possible in trying to navigate today’s crisis.
The asset manager could one day make its Textual Analytics tool, which reads millions of documents to derive insights, available to the market at large.
The global market index firm is quantifying innovative investments and mapping them to a company’s performance.
FactSet is the first major data provider to make content available via the cloud-based data-warehousing platform.
Carson Boneck shares his thoughts on Balyasny's efforts to marry the best of its fundamental and quant teams.
The firm is developing themed asset categories for investors by finding new correlations in alternative datasets.
Many quants contend that you must be able to interpret machine learning in order to use it.