Man Group
How Man Numeric found SVB red flags in credit data
Network analysis helps quant shop spot concentration and contagion risks
The haves and the ‘have bots’: can AI give vol forecasters an edge?
Firms look to machine learning and natural language processing to gain advantage over peers
Can algos collude? Quants are finding out
Oxford-Man Institute is among those asking: could algorithms gang up and squeeze customers?
Quants search for way to size crypto bets
Standard models say as much as 4% of a diversified portfolio could go into digital assets
The closer quants look, the less diversifying crypto appears
Analysis seems to confirm that the asset class is not an effective diversification play
Podcast: Man Group’s Zohren on forecasting prices with DeepLOB
Deep learning model can project prices around 100 ticks into the future
What buy-side risk professionals can learn from the Covid‑19 crisis
The lessons learned from the pandemic so far, and how risk professionals are continuing to manage risks as the Covid-19 situation remains untamed.
Why investors are stuck with flawed VAR models
Buy-side risk survey: VAR wasn’t much use in March, but it is ingrained in the industry
People moves: Brevan Howard risk head moves to Coremont unit, Pimco PMs, and more
Latest job changes across the industry
Asia moves: Ex-Vanguard Asia chief joins CLSA, Man Group names equities head, and more
Latest job news across the industry
Caveat pre-emptor: Man ESG chief talks snubbed markets
Robert Furdak is sparking discussions about responsible trend following in unsustainable stocks
Search for alpha in a volatile world
Alpha generation can be an elusive goal, particularly when trading volatility. Three different approaches to trading volatility were discussed by a panel looking at the role of systematic and carry strategies in finding profit in a high-volatility world
People moves: ING fills two top roles, RBS confirms Rose as CEO, and more
Latest job changes across the industry
Robo traders not so different from us, says Man AHL risk chief
Watching over machine learning algorithms is similar to monitoring human portfolio managers
How to apply Python to complex financial markets
The unprecedented proliferation of data in derivatives markets has led to a rise in popularity of Python, a multipurpose programming language known for its versatility and flexibility. Undoubtedly, the increased adoption of Python has helped enable…
Man embraces open source in push to lure tech talent
Risk USA: Forget Silicon Valley – come work in finance, hedge fund CRO tells technologists
People moves: EBS makes switches in electronic forex
Citadel hires SEC director as general counsel; MUFG’s new leveraged finance head; Nomura changes India chief; and more
Man AHL investors profit from artificial intelligence
Hedge fund puts clients’ money in machine learning and seed capital in deep learning
AHL, ISAM unmoved by liquidity concerns
Quant hedge funds revamp algorithms since crisis, soothing liquidity woes
Investors want to know logic behind machine learning
Big data tools a hard sell without clear explanations, says Winton researcher