Quantitative
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.
QuantConnect Wants to Create a ‘League’ for Algo Testing
The crowd-sourced trading platform is looking to create a competitive arena for quants to test their algorithms.
The Secret Source: Machine Learning and Open Source Come Together
A deep-dive into how capital markets firms are using open-source tools to experiment with machine learning.
The Rise of the Robot Quant
The latest big idea in machine learning is to automate the drudge work in model-building for quants
Machine Learning Takes Aim at Black-Scholes
Quants are embracing the idea of ‘model-free’ pricing and deep hedging.
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.
Investec: For Alternative Data, Learn How to Fail Fast
Investment firms have the upper hand when dealing with expensive data vendors, says Investec’s Nico Smuts.
Goldman Sachs Exec: Use of Alt Data in Investing Today Only 'Tip of the Iceberg'
At Risk Live, executives from Goldman Sachs AM, Societe Generale and Morgan Stanley talked about the benefits and concerns for using alt data.
Acadian: Beware Quant Snake Oil
The quant firm’s Seth Weingram lays out his principles for the effective use of machine learning.
Wavelength Podcast Episode 165: Roman Ginis on Trade Execution
The founder and CEO of Imperative Execution looks at how trade execution is changing and what that means for the buy side.
State Street Plans Large-Scale Expansion of ESG Data Offering
The bank sees opportunity in providing more in-depth, quantitative data on a larger universe of ESG factors.
JP Morgan Turns to Machine Learning for Options Hedging
These new models sidestep Black-Scholes and could slash hedging costs for some derivatives by up to 80%.
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.
Geopolitical Risk Data Moves from Foreign Intelligence to Fund Management
As nations and markets become increasingly interconnected, geopolitical risk has become top of mind for portfolio managers.
Data Standardization Remains Top ESG Roadblock
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.
April 2019: Welcome to the New WatersTechnology
Max previews the first issue of the relaunched magazine, and extends a welcome.