Quants

The bank has been working with tech companies to rewrite algorithms that can take advantage of forthcoming quantum machines sooner than originally thought, to price derivatives, calculate risk and use machine learning.

Investors betting on a post-pandemic world are sending cash to riskier companies acutely sensitive to the economic cycle.

While its investment strategy may be relatively immovable, the Austin, Texas-based firm has accepted that its approach may need to move with the times.

Everything from corporate earnings and inflation expectations to valuation gaps suggest the market rotation has only just begun.

While the quant firm will miss becoming the first to flip mutual funds to ETFs, its nearly $26 billion conversion will by far be the biggest.

The $527 billion manager released two actively-managed products, one focused on U.S. equities and the other on international stocks.

Hundreds of strategies that outperformed in backtesting are failing to live up to their hype once they are packaged up and sold as ETFs, a study finds.

Ray Dalio’s $138 billion asset manager has tweaked its version of the strategy as yields hit historic lows, a person familiar with the matter says.

The asset manager has become one of the fastest-growing hedge funds at a time when many competitors are losing assets.

Using machine-learning algorithms, the firm's $106 billion systematic active equity group researches social media pages and online job postings to build portfolios.

Hedge fund managers, market academics and risk experts are channeling their data-mining smarts to the world of clinical sciences.

The setback for the hedge fund, which slid as much as 14% in the first quarter, is another example of the turmoil wrought by the coronavirus.

In need-for-speed markets lashed by the spreading coronavirus, this breed of rules-based trading is paying off.

The investing strategy “is close to saturation,” and the cost of keeping up with the competition may be to blame, a new study suggests.

The academic duo who fueled the strategy’s boom want to know if worsening performance signifies a bout of misfortune or if something’s fundamentally broken.

David Vogel, who spent five years using data to study the impact of global warming, is starting the fund as pensions and large investors increasingly seek ESG investments.

It’s the second straight year that Cliff Asness’ quant firm is announcing layoffs.

Financed by their personal savings, the team behind the machine-learning fund have harnessed their engineering acumen to invest in developed markets.

Financial market data — unlike photos or road traffic information or chess games — is finite, and the algorithms can learn only from past performance.

Asset manager Millburn Ridgefield is banking on artificial intelligence as it moves further away from its 1970s-era tradition in trend following.