News category: Machine Learning

“This is a big area of investment for us…Machine learning is one area where we can see clients are becoming more and more receptive and more engaged with us,” said Arnaud Jobert, managing director, global head of equities structuring and co-head of global strategic indices at JPMorgan in London.  

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Was it the least equity-specific EQDerivatives event ever? Some audience members and speakers at the Wynn earlier this week were wondering.

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Danske Bank Asset Management is tweaking its quantitative framework as a way to be more nimble in the current market environment. Aleksander Koldborg Tetzlaff, a portfolio manager on the firm’s multi-strategy cross-asset hedge fund mandate, said the fund is very agile and dynamic in its risk taking and has a very strong quantitative framework for assessing various premia. “The next big step, or opportunity, for us is to add to our dynamic capabilities,” Tetzlaff said during an interview at Europe EQD. He highlighted the possibility of incorporating nonlinear signals from artificial intelligence.

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Well, no, not really…But there have been some interesting headlines this week. Market swings and a higher rate environment initially sparked interest in hedge funds’ role in weathering the storm, but some are pointing to ongoing outflows and the changing market regime as a sign the golden age of hedge funds may be ending.

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The systematic investing landscape is poised for substantial portfolio construction changes this decade. Invesco’s recently published Global Systematic Investing Study, with insights from 130 institutional investors managing a collective USD22.5 trillion in assets, highlighted that systematic investors globally are employing a wider range of investment strategies and embracing artificial intelligence as a part of their investment process.

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The USD551 billion asset manager Allspring Global Investments is finding value in its equity income overlay strategy in the current market conditions.

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The generative artificial intelligence tools that have captured the public imagination this year have also created significant advances in the way portfolios are being managed. It has been well reported that the rapid and unprecedented development in AI tools are being used to generate opportunity with new investment ideas and sources of alpha, as well as

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London-based proprietary trading firm GSR is structuring a completely new team dedicated to systematic alpha strategies within digital asset markets. Jon Loflin, previously chief risk officer for GSR, has now become the firm’s new head of alpha where he will design systematic crypto strategies.

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Singapore’s USD24 billion UOB Asset Management is adding systematic tools, such as artificial intelligence and machine learning, to its multi-asset offering. This comes as institutional investors in the Asia Pacific are increasingly looking to systematic, multi-asset strategies as part of their hedging and risk management toolkit.

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Machine learning investment algorithms are changing the way portfolios are being managed, but many applications have constraints and still need human or traditional quantitative investment insights to improve portfolio returns.

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