Quantitative
IBM, Refinitiv Partner on Machine Learning Project to Better Understand Market Correlations
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.
Asset Managers Strive to Differentiate ESG Strategies
PanAgora and Manulife have incorporated alternative datasets and internal industry handbooks, respectively, into their ESG strategies.
Waters Wrap: Snowflake Makes its Move (And Ref Data Headaches & Data-Sourcing-as-a-Service)
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.
BNP Paribas AM Combines NLP, ML for Sentiment Indicators in News Data
The asset manager is teaming with a vendor on the project, which will first be used for equities trading before moving to corporate bonds.
Exchanges, SEC At Odds Over Odd Lots
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.
Investors Turn to Raw Data Over Ratings in ESG Alpha Hunt
Quants are using data on product returns and employee welfare to pick winners.
This Week: BNY Mellon, ASX, DTCC, SteelEye/UnaVista & More
A summary of some of the past week’s financial technology news.
Firms Hone Use of New Alt Datasets to Pick Covid-19’s Winners
Investment managers are starting to use alternative data to assess the pandemic’s effect on individual stocks.
Quants Use Nowcasting As Covid Crystal Ball
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.
JP Morgan AM to Add Chinese, Japanese to Proprietary NLP Tool
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.
MSCI Uses NLP to Measure Company Innovation
The global market index firm is quantifying innovative investments and mapping them to a company’s performance.
FactSet Datasets Go Live on Snowflake Data Warehouse
FactSet is the first major data provider to make content available via the cloud-based data-warehousing platform.
Balyasny AM's CDO: Going Quantamental with Alternative Data
Carson Boneck shares his thoughts on Balyasny's efforts to marry the best of its fundamental and quant teams.
Lazard Asset Management Looks to Reinvent Asset Classifications
The firm is developing themed asset categories for investors by finding new correlations in alternative datasets.
Lighting Up the Black Box: A Must for Investors?
Many quants contend that you must be able to interpret machine learning in order to use it.
Fuzzy Data Stalls ESG Alpha Hunt
Quants searching for ESG signals have reached very different conclusions. Mostly they blame the data.
BofA’s ‘Citizen Devs’ Take on Innovation Mantle
The bank's central data and technology group enables frontline ‘citizen developers’.
ARM Insight Preps Revenue Data Predictor for the Buy Side
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.
Nomura’s Head of Digital Warns of AI’s Predictive Limitations
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.
Machine Learning Takes Hold in the Capital Markets: Some Examples
WatersTechnology looks at 16 projects in the capital markets that involve machine learning to show where the industry is heading.
Bad Clocks Block FX Best-Ex
To get a good deal in fast-moving FX markets, buy-side firms need to know the time. Some of them don’t.
A Look Inside UBS's Quantitative Evidence & Data Science Team
Led by Bryan Cross (pictured), the asset manager's QED team aims to blend quant and fundamental to find unique solutions to new problems.
Allianz Global Investors Adopts NLP Signals in Equities
The investment manager's move to tackle unstructured data is starting with sell-side analyst reports.
Man Group's Numeric Leans on Python for New Research Platform
Man Group's Gary Collier discusses the hedge fund's strategy of adopting a single platform for its funds.