SOI profile : Kristian West : JP Morgan Asset Management

The hardest thing about AI

Leading the charge in weaponising data, JP Morgan Asset Management’s head of equity data science outlines the objectives and obstacles he faces.

Continue reading “SOI profile : Kristian West : JP Morgan Asset Management”

October 5, 2019

Technology : Trust – the real questions finance firms ask cloud providers

The risks in employing cloud providers are still not settled, despite its value to data scientists. Dan Barnes.

Cloud computing providers should not be too smart if they want to gain the confidence of their users, according to industry practitioners, despite the utility’s obvious advantage. Continue reading “Technology : Trust – the real questions finance firms ask cloud providers”

October 5, 2019

Sentiment analysis : As anger rises, do markets?

Headline risk is increasingly a source of short-term volatility, how well can sentiment analysis manage this risk? Chris Hall investigates.

Continue reading “Sentiment analysis : As anger rises, do markets?”

October 5, 2019

Case study : Deep learning in asset pricing

A paper from Stanford University has set out a model for determining equity prices using deep learning. Continue reading “Case study : Deep learning in asset pricing”

October 5, 2019October 8, 2019

Factor investing : Factors prove fundamental to bond investment

Research is indicating factors are the driver for bond fund manager outperformance, even outside of factor investing mandates. By Lynn Strongin Dodds

Continue reading “Factor investing : Factors prove fundamental to bond investment”

October 5, 2019October 5, 2019

Quant investing : Have quants really underperformed?

Headlines knocking the quantitative investment industry have not told the whole truth, writes Gill Wadsworth.

‘Crappy’; this is the term quant manager AQR’s chief executive Cliff Asness used to describe his time investing in quants at the back end of 2018 and into early 2019. Continue reading “Quant investing : Have quants really underperformed?”

October 5, 2019March 4, 2020

Fitz Partners reports near 20% fee reduction over the past five years

Independent fund research company Fitz Partners has released its latest ‘Investment Advisory Fee Benchmarking Report’, which found that gross management fees (including distribution fees) have come down by 19.4% since 2015. Continue reading “Fitz Partners reports near 20% fee reduction over the past five years”

October 5, 2019October 5, 2019

Schroders buys into BlueOrchard Finance

Schroders and BlueOrchard Finance have entered an agreement for Schroders to take a majority stake in the microfinance and impact investing pioneer. Founded in 2001, it was an early commercial manager of microfinance debt investments.

Continue reading “Schroders buys into BlueOrchard Finance”

October 5, 2019October 5, 2019

PwC study sees active/passive US mutual funds reach parity

A report from consultancy PwC entitled Mutual fund outlook: The time to act is nowhas found the shift toward passive management in the US could lead to 50% of the assets under management (AUM) for US mutual funds being passively managed by 2025, the equivalent of US$13.4 trillion. Continue reading “PwC study sees active/passive US mutual funds reach parity”

October 5, 2019October 5, 2019

Man Group delivers quant fund success

Man Group has reported its Q2 results for 2019 with funds under management (FUM) – assets that the Group manages for investors in fund entities – up 5% to $114.4 billion from US$108.5 billion in 31 December 2018. Continue reading “Man Group delivers quant fund success”

The Science of Investment – Modelling the markets

Posts

SOI profile : Kristian West : JP Morgan Asset Management

The hardest thing about AI

Leading the charge in weaponising data, JP Morgan Asset Management’s head of equity data science outlines the objectives and obstacles he faces.

Technology : Trust – the real questions finance firms ask cloud providers

The risks in employing cloud providers are still not settled, despite its value to data scientists. Dan Barnes.

Sentiment analysis : As anger rises, do markets?

Headline risk is increasingly a source of short-term volatility, how well can sentiment analysis manage this risk? Chris Hall investigates.

Case study : Deep learning in asset pricing

A paper from Stanford University has set out a model for determining equity prices using deep learning. Continue reading “Case study : Deep learning in asset pricing”

Factor investing : Factors prove fundamental to bond investment

Research is indicating factors are the driver for bond fund manager outperformance, even outside of factor investing mandates. By Lynn Strongin Dodds

Quant investing : Have quants really underperformed?

Headlines knocking the quantitative investment industry have not told the whole truth, writes Gill Wadsworth.

Fitz Partners reports near 20% fee reduction over the past five years

Schroders buys into BlueOrchard Finance

Schroders and BlueOrchard Finance have entered an agreement for Schroders to take a majority stake in the microfinance and impact investing pioneer. Founded in 2001, it was an early commercial manager of microfinance debt investments.

PwC study sees active/passive US mutual funds reach parity

Man Group delivers quant fund success

Man Group has reported its Q2 results for 2019 with funds under management (FUM) – assets that the Group manages for investors in fund entities – up 5% to $114.4 billion from US$108.5 billion in 31 December 2018. Continue reading “Man Group delivers quant fund success”