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The Lynx Program (Lynx), the longest running active hedge fund in Sweden, has launched a pure machine learning strategy, Lynx Constellation.
Lynx Constellation will be the third investment offering from Lynx Asset Management since the company was founded in 1999. Lynx has used machine learning models since 2011.
Lynx Constellation will combine the return forecasts from twelve machine learning models which are programmed to understand and relay non-linear relationships within data points. The objective of the strategy is to generate high risk-adjusted returns, uncorrelated to markets, through trading of approximately 90 futures markets, long and short, providing broad diversification in
Motivated by a desire to evaluate and accelerate digitalisation opportunities in the global agricultural commodity industry, the Global Commodity Technology Association (GCTA) has launched with financial services industry veteran David Lehman as its Managing Director.
The new international, not-for-profit association’s mission is to support stakeholders along the supply chain who are focused on enhancing the efficiency of their internal trading processes and standardizsng post-trade execution.
Lehman says: “Commodity trading remains a manual industry that is nearly completely reliant on paper processes for contracting, invoicing and payments. To remedy this, we need stakeholders from across the supply chain to
QuantConnect has launched a new competition, Alpha Five, allowing hedge funds to solicit “designer” Alphas from the crowd.
QuantConnect, an open-source algorithmic trading platform, provides its community of over 85,000 quants access to financial data, cloud computing, and a coding environment where they can design, build, and live trade algorithmic trading strategies. For the first time, institutions can tap into the power of the crowd to solicit specifically designed trading strategies.
Quants will submit their strategies for not only part of a client-sponsored USD27,500 cash prize pool, but also the potential to be licensed by institutional investors for additional
EPIC Insurance Brokers and Consultants, a retail property and casualty insurance brokerage and employee benefits consultant, has appointed Principal and industry veteran, Lou D’Agostino, has been appointed to the newly-created position of National Hedge Fund Practice Leader as part of its Financial Services division.
In his new role, D’Agostino will be responsible for the continued growth and development of EPIC’s hedge fund practice and its contribution to the expansion of its Financial Services business. He will also serve as an internal resource and advisor, assisting producers in better understanding the industry landscape as well as the unique risk management
By Joshua Kestler, President and Chief Operating Officer, HedgeMark Advisors, LLC – Over the past several years, multiple public pension plans have implemented material Crisis Risk Offset (CRO) programmes to hedge or “offset” the significant growth risk in their portfolios. In other words, these programmes are intended to generate positive returns when equities decline.
CRO programmes are structured to invest in strategies that are expected to be uncorrelated or negatively correlated to equity risk premium. These investments are generally intended to have a similar level of volatility to equities so that they can effectively offset equity beta losses in times of
ACA Compliance Group (ACA), a provider of governance, risk, and compliance advisory services and technology solutions, has launched ComplianceAlpha 2.0.
This ‘next-generation’ risk and compliance management platform helps global financial services firms stay one step ahead of regulators’ increasingly advanced technological capabilities to detect insider trading, market abuse, and other potential misconduct.
The enhanced platform was designed and developed by the industry’s largest team of former regulators, financial technologists, and cybersecurity professionals.
Jordan Schwartz, Partner at ACA, says: “To effectively and efficiently meet regulatory demands and identify risk, financial services firms no longer have to rely on manual processes and unconnected data sources. Firms need
Style Analytics, a specialist in factor style analysis for investment professionals, has launched a Managed Services solution for qualified asset owners, called ‘Factors as a Service’, providing full support for data management and the building of factor style reports.
Asset Owners are increasingly looking at factor exposures as an integral part of their due diligence, manager selection and monitoring processes and Style Analytics’ factor reporting gives asset owners the ability to do so in all stages of these processes. Factors explain the sources of a fund’s returns and risk and are increasingly used by asset managers and asset owners around
TOBAM, a Paris-based quantitative asset manager and founder of the Maximum Diversification approach, has been awarded the LuxFLAG ESG label to its full range of funds.
LuxFLAG independently verifies TOBAM’s incorporation of sustainable principles throughout its investment process and showcases TOBAM’s commitment to incorporating Environmental, Social, and Governance considerations. The label has been awarded across a number of strategies including Equity, Fixed Income and Multi-Asset portfolios.
Launched in May 2014 as the first European ESG label, the eligibility criteria for the ESG Label requires applicant funds to screen 100 per cent of their invested portfolio according to one of
Specialist fund management company Liontrust has completed the acquisition of Neptune Investment Management Limited.
The Neptune investment team, headed by Robin Geffen and which is now named the Liontrust Global Equity team, has joined Liontrust along with 19 Global, Income, Regional and Emerging Markets funds. There will be no change to the managers running the funds or the investment process used.
Robin Geffen will focus solely on managing funds and the investment team.
The funds have all been rebranded Liontrust and the Neptune Global Income Fund is now called the Liontrust Global Dividend Fund.
The acquisition broadens Liontrust’s
Charles River Development and Tradeweb Markets, an operator of electronic marketplaces for rates, credit, equities and money markets today announced an expansion of their collaboration to provide mutual clients with direct access to fixed income inventory and streamlined workflows from the Charles River Investment Management Solution (Charles River IMS).
The collaboration enables institutional and retail investment firms to seamlessly source cross product liquidity available on Tradeweb from the Charles River Inventory Hub and Order and Execution Management System (OEMS) for global fixed income securities.
Enhancing this longstanding collaboration will allow clients to benefit from enriched pre-trade inventory, the certification
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