Systematic trading
Man AHL investors profit from artificial intelligence
Hedge fund puts clients’ money in machine learning and seed capital in deep learning
HFT firm Teza said to be eyeing prop trading retreat
Big US Treasury trader has seen hedge fund add $1.5bn this year
In search of an edge: CTAs launch into swaps trading
Systematic hedge funds are looking to new markets for a competitive advantage
Robert Litterman: lessons from the quant quake
Ex-Goldman partner says size, crowding and equity risk are bad for quant funds
Risk assessment warning for medium-term investment horizons
Such hedge funds cannot be assessed just by data
CTAs beat hedge fund rivals in 2014
Investors hope that CTAs’ fortunes have changed for good
Optimal trading under proportional transaction costs
The theory of optimal trading under proportional transaction costs has been considered from a variety of perspectives. In this paper, Richard Martin shows that all results can be interpreted using a universal law through trading algorithm design