Solutions
Natural Language Processing (NLP) can enhance ESG Investing in a variety of ways, from building alpha-generating strategies to monitoring controversy risk across portfolios.
Investors can make the most of the global trend in ESG investing using NLP technology, such as that developed by RavenPack, the company I work for.
RavenPack generates analytics by scanning online news, identifying entities, tying them to events, and then calculating sentiment. It has a rich ESG event taxonomy covering a wide range of controversies, from news about companies being fined for pollution, to labor disputes, to lawsuits.
This enables the large-scale tracking of controversies, covering
Most hedge fund managers have taken action to protect their firm’s data from external attacks. However, there is a growing recognition of the importance of shielding the firm from risks which can breed within the firm itself, and also protecting data in transit particularly in the hybrid working environment most of the world currently finds itself in.
By A Paris – The volatility experienced since the start of the Covid-19 pandemic in March 2020 has largely been a positive development for alpha-hunting hedge fund managers who were able to take advantage of the arbitrage opportunities available. However, various market forces saw those at extreme ends of the investment approaches come under pressure – causing the convergence of quantitative and fundamental philosophies to rise in appeal.
The spectrum of investment approaches is very diverse – with fundamental investors using traditional metrics like balance sheet evaluations at one end, and strictly quant managers whose investment decisions are driven by statistical models.
OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, has released OptionMetrics IvyDB Europe 3.0m which offers new features for institutional investors and academia to assess extreme volatility and complex trading strategies.
Major advancements include extension of the volatility surface for underlying securities and the increase in maximum calculated option implied volatility.
One of the biggest updates in IvyDB Europe 3.0 is expansion of the volatility surface to include a 10-day maturity curve along with new call and put delta grid points at 10, 15, 85, and 90 (expanding the curve to 10-90 from
DASH Financial Technologies (DASH), a US options technology and execution provider, has launched DASH360 Risk and DASH360 Allocations.
The highly customisable new products – which allow traders to dynamically manage their 15c3-5 market access requirements and post-trade option and equity trade allocations, respectively – are the latest additions to the DASH360 suite of analytics, reporting and risk tools.
Tim Miller, Co-COO at DASH, says: “Since our inception, we have been committed to making all aspects of trading and execution as efficient as possible and that commitment extends to workflow and compliance solutions. We’re excited to launch two new products that
Arcesium, a global financial technology and professional services firm, has launched PerformASM, a performance allocations product designed to simplify the investor accounting process and reduce the risks, costs, and manual errors associated with typical spreadsheet-based fund accounting. PerformA is tailored for different client types, including hedge funds, fund administrators, and private equity firms.
“Having developed and refined our performance allocations technology closely with a small group of strategic clients over a number of years, we are excited to bring PerformA to the broader market – not only our core hedge fund and fund administration customers, but also private equity funds,
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”.
Borsa Istanbul-listed brokerage house, Gedik Investment, has chosen Horizon Software as its platform for algorithmic execution.
Read the full story at Institutional Asset Manager…
Glue42, the company that delivers integrated desktop experiences to financial institutions globally, and Deephaven Data Labs, a start-up that provides capital markets participants with a next-generation data platform, are collaborating to reveal actionable insights from massive datasets.
Initial use cases include more effective management of pre-trade risk and regulatory compliance for users across trading, risk and compliance desks.
The partnership follows a pilot at a top 10 investment management firm who, with the help of both vendors, is building a unified portfolio management platform for all of its applications. The hedge fund’s primary objective is to help users better manage
FXCM Pro, the institutional arm of online foreign exchange trading, CFD trading and related services provider FXCM, is partnering with Fortex, a multi-asset trading technology platform.
Read the full story at Institutional Asset Manager…
