The private debt market is forecast to reach USD1.4 trillion in the next five years. How it evolves will, to some extent, depend on technology innovation, as fund managers look to develop new ways to analyse and value assets, automate
The amount of data is growing exponentially. According to IDC, there were 16.3 zettabytes of information generated in 2017 alone. In simple terms, if every piece of data were a penny, it would cover the earth’s surface five times over.
As sustainable investing has gathered pace in recent years, asset allocation, position reporting and other regulatory and client disclosures at various stages of the investment process have all been impacted by the rise of ESG factors in portfolios.
The sweeping changes and far-reaching trade upheaval brought about by Brexit and Covid-19 heralds sizable investment opportunities for hedge fund managers, according to a new study by IG Prime. The report – ‘An Analysis of Post-Brexit Economies’ – examines the
Fund managers and investors remain split over how they integrate environmental, social and governance (ESG) factors into their risk and investment processes, with industry participants citing a lack of clarity over data reliability, comparability and standardisation as the main challenge.
As the 2021 UN Climate Change Conference (COP26) begins in Glasgow this weekend, hedge fund managers remain evenly split over the incorporation of ESG (environmental, social and governance) factors and sustainability metrics into their investment processes, according to a new
Spun out from Brevan Howard Asset Management in 2019, SIGTech is a London-based fintech company providing what founder and CEO Bin Ren (pictured) describes as a “next generation quant platform”.
The world has witnessed an unprecedented explosion of data over the last few years. Most of us will be familiar with the term Terabyte, which represents 1012 or 1 trillion bytes of data. But such is the data-drenched world in
Northern Trust has paired up with Two Sigma to offer Venn, the quantitative investment specialist’s cloud-based analytics platform, to its clients.
New analysis by quantitative hedge fund Two Sigma Investments reveals how last month’s ‘Reddit raid’ by retail traders upended factor-based investment metrics, as the fallout from the GameStop saga continues to reverberate across the hedge fund industry.
