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.
Quants searching for ESG signals have reached very different conclusions. Mostly they blame the data.
The bank's central data and technology group enables frontline ‘citizen developers’.
The vendor believes its planned dashboard of synthetic consumer spend data will help a wider audience on the buy side exploit predictive company revenue data.
The investment bank’s deputy chief digital officer says machines cannot predict markets, as the bank consolidates trading operations and builds an AI trading platform for fixed income and FX.
WatersTechnology looks at 16 projects in the capital markets that involve machine learning to show where the industry is heading.
To get a good deal in fast-moving FX markets, buy-side firms need to know the time. Some of them don’t.
Led by Bryan Cross (pictured), the asset manager's QED team aims to blend quant and fundamental to find unique solutions to new problems.
The investment manager's move to tackle unstructured data is starting with sell-side analyst reports.
Man Group's Gary Collier discusses the hedge fund's strategy of adopting a single platform for its funds.
The crowd-sourced trading platform is looking to create a competitive arena for quants to test their algorithms.
A deep-dive into how capital markets firms are using open-source tools to experiment with machine learning.
The latest big idea in machine learning is to automate the drudge work in model-building for quants
Quants are embracing the idea of ‘model-free’ pricing and deep hedging.