Articles by Faye Kilburn
Model Misfires Raise Questions Over Training Data
Quants wrestle with how far into the past their machine learning models should peer.
Fund Managers Seek to Plug Holes in ESG Data
Quant funds are striving to adjust their ESG models to take into account changes in corporate behavior during the pandemic.
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.
Quant Firm Deploys New Metric for Covid Sensitivity
Los Angeles Capital debuts a new factor for measuring stocks’ sensitivity to the pandemic.
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.
Man and Machine Need Each Other – Systematica CEO
“The errors made by humans and robots are different,” says Leda Braga
Quant Funds Look to AI to Master Correlations
Machine learning shows promise in grouping assets better and predicting regime shifts, say fund managers.
Intercept: AQR’s Risk-Catching Machine
CRO Mike Patchen has helped build a system to identify risks before they grow or spread.
Allianz Global Investors Adopts NLP Signals in Equities
The investment manager's move to tackle unstructured data is starting with sell-side analyst reports.
Machine Learning Shakes Up Classical Financial Risk Modeling
BlackRock, MSCI, and La Française are some of the firms looking to replace traditional, linear risk models.
Fund Houses Get Picky Over Where to Use Machine Learning
Buy-siders have limited their usage of deep learning techniques due to haziness over their inner workings.
Evolve or Die: Asset Managers Cultivate Data Science Teams
Firms are using machine learning and natural-language processing tools—no longer to grab an edge, but merely to remain competitive.
Banks Fortify to Spin Money from Their Own Data
Forays into selling data have been slowed by concerns over confidentiality, internal battles over its use and clean-up work on the data itself. Risk.net's Faye Kilburn reports.
Fool’s Gold: Data Mining Digs Up Explosive Errors
Recent studies reveal the prevalence of poor-quality data, exacerbated by increased use of machine learning that allows users to dredge far bigger datasets and identify spurious correlations.
JP Morgan Data Scientist Eyes Insights from Internal Data
The bank’s asset management arm believes that trawling its home waters for data will land a valuable catch. Risk.net’s Faye Kilburn speaks to the data scientist at its helm.
Goldman Builds Team to Sell In-House Alt Data
The bank is creating a new group tasked with finding data within its securities division that could be sold to clients.
Firms Eye Machine Learning for Liquidity Risk Models
Many US mutual funds are expected to rely on vendor tools to comply with the SEC’s rule that they establish a formal liquidity risk management program that includes classifying the liquidity of their investments. These tools have the potential to improve…
Alternative Data’s Hard Labor
Faye Kilburn investigates quantitative funds' attempts to sift gold from the torrent of alternative datasets.
Modal Patterns in Market Data Stump Morgan Stanley Quants
The bank's quant team discovered strange patterns around the timing of trades that neither they--nor quants at other firms--have yet been able to explain with certainty.
Kilburn's Corner: Another Brexit aka. My Independence Day
Last week, my homeland, Britain, voted to leave the European Union. The shock decision by the British public led the pound to plummet to a thirty one-year low and an unprecedented political crisis in the country, with both major political parties likely…
The Roberts Group Preps FITS 4, Hires Support Staff
The vendor reported record half-year results
SIFMA To Appeal SEC Judge's Market Data Fees Ruling
Trade organization SIFMA is expected to file an appeal in the next month
The Roberts Group Hires Redmond
Redmond will oversee client relationships
Market EarlyBird Readies Mobile Read-Only Twitter Application
The vendor is also launching a new sales model for extending contracts