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.
BlackRock, MSCI, and La Française are some of the firms looking to replace traditional, linear risk models.
Investment firms have the upper hand when dealing with expensive data vendors, says Investec’s Nico Smuts.
At Risk Live, executives from Goldman Sachs AM, Societe Generale and Morgan Stanley talked about the benefits and concerns for using alt data.
The quant firm’s Seth Weingram lays out his principles for the effective use of machine learning.
The founder and CEO of Imperative Execution looks at how trade execution is changing and what that means for the buy side.
The bank sees opportunity in providing more in-depth, quantitative data on a larger universe of ESG factors.
These new models sidestep Black-Scholes and could slash hedging costs for some derivatives by up to 80%.
Buy-siders have limited their usage of deep learning techniques due to haziness over their inner workings.
As nations and markets become increasingly interconnected, geopolitical risk has become top of mind for portfolio managers.
As asset managers seek to incorporate ESG factors into their portfolios, they are facing challenges—particularly around data consistency. Some say custodians could offer solutions.
Max previews the first issue of the relaunched magazine, and extends a welcome.
The vendor's first local office outside the US is London, with plans for regional presences elsewhere in Europe and Asia.
Giancarlo lauds budget approval from Congress in swansong industry appearance.
Data collection allows greater visibility into research practices on the buy side while aiding the sell side in price setting for research.
Traders in the US, Europe and Asia behave differently. Wei-Shen Wong finds out how cultural differences can influence the popularity of certain algorithms.
Fabrice Silberzan is playing a key role in the transformation of BNP Paribas Asset Management. With his background working across different cultures and various roles, from IT to securities and HR, the opera-loving Frenchman has a lot of lessons to share…
The ESG space is growing rapidly and gaining more attention, but one area that has been largely ignored by data providers is that of ESG information specific to fixed-income investors.
Vendor embarks on new strategy with Graystone Asset Management as its first client on the platform.
Lucena will provide a pre-packaged signal based on Wall Street Horizon's earnings dates revision data, for buy-side firms without the in-house resources to analyze the raw data themselves.
As alternative data companies battle for capital and a coveted spot in investment managers’ portfolio strategies, they are turning to bespoke marketing and partnerships to stand out in an industry where firms still struggle with data science resources.
Bryan Cross, who heads UBS Asset Management's QED group, joins to discuss alternative data and AI.