Articles by Faye Kilburn
Machines can save 20% on routing orders, UBS says
Machine learning is navigating the labyrinth of venues, figuring out how best to land the trade
How Virtu trained its intelligent algos
Firm has sought to meld traders’ instincts with insights from ‘massive scale’ data
Allianz Global Investors adopts NLP signals in equities
Move to tackle unstructured data starts with sell-side analyst reports
Neuberger sidesteps option gap risk using AI and credit card data
Random-forest algorithm run on retail transaction data forewarns of earning shocks
Pimco deploys neural net model in agency bonds
Old models for $7 trillion mortgage market overstate risk in some cases, asset manager says
Goldman improves execution ‘by 50%’ with new algos
Bank uses neural networks and other AI tools to cut slippage in stock trading
QMA’s Dyson: AI a ‘wonderful marketing concept’
Quant firm sceptical about using artificial intelligence to seek out tradable strategies
Quant Lipton pans Facebook’s Libra
Former Bank of America exec sees more potential in rival projects, such as utility settlement coin
AllianceBernstein uses AI to sidestep ‘growth trap’
Random forest model aims to sort success stories like Amazon and Netflix from fast-growth losers
PanAgora uses NLP to cut through Chinese cyber speak
Fund builds Mandarin-reading algo to gauge sentiment of retail investors
Can robots learn to manage risk?
Will machine learning transform risk management or give birth to a new breed of model risk? Probably both
How AI could tear up risk modelling canon
BlackRock, MSCI, LFIS among firms looking to replace traditional, linear risk models
Cleaning noisy data ‘almost 70%’ of machine learning labour
Quants flag signal-to-noise ratio as key to reducing overfitting risk
Stock-pickers take note: the quants are coming
Quant funds are turning their hand to fundamental investing
Stick to core skills or risk data overload, says Goldman quant
Data-as-a-service chief says asset managers risk being swamped by new types of information
Quants blame crowding and concentration for bleak 2018
Funds are still struggling to explain why so many of them did so badly last year
Systematic manager puts up guardrails for AI
Boston-based Acadian aims to limit risks from complex, machine learning algorithms
Fund houses get picky over where to use machine learning
Buy-siders limit usage of deep learning techniques due to haziness over their inner workings
Funds hunt for the real McCoy in alternative data jungle
Uncorrelated information is a rare species but there are other ways to make funky new data work
Baselines for applying machine learning to investing
Techniques that worked in the natural sciences may not translate well to financial markets
Weiss scraps bond strategy amid liquidity qualms
Buy-Side Risk USA: $1.6 billion manager says thinned-out markets make generating alpha hard
UBS Asset Management cools on alternative data
Buy-Side Risk USA: Firm checked several datasets and found little alpha
Some trend followers are less than ‘pure’ – study
Sick of waiting for a crisis, some commodity trading advisers move from ‘pure trend’ to ‘trend-plus’
Buy-side quant says Brexit a ‘test’ of new AI
Natural language processing can give “more insight” into possible market shudders, says Simonian