Risk.Net Investing
@RiskNet_AM
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Focused on the investment management community. Coverage is concentrated across: risk management; regulation; derivatives; markets; and quantitative investing
Joined July 2009
Risk's inaugural Dealer Rankings uses a wealth of hard data to shine a light on the derivatives market's hidden pecking order. Come and dive in...
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Dealer Rankings 2023: Analysis of millions of trades reveals big fish – and small ones – in 10 derivatives instruments
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How should systematic trend followers – a group that manages over $300 billion in assets – deal with markets that jackknife?
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Quants have new ideas to address strategy’s vulnerability to reversals
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Tomorrow’s Quants: the “ability to put things in a simple context at the level of the [non-hardcore-quant] listener is super important” – Petter Kolm, Courant Institute, NYU https://t.co/tbZNi0FW96
risk.net
Stay curious, be a team player, speak well – and don’t be big-headed
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Tomorrow’s Quants: employers aren’t looking for the world’s most promising mathematicians – but coding skills & being published in a peer-reviewed journal are a big leg up https://t.co/7k1quMY3eu
risk.net
Proportion of PhDs in quant teams is sliding, as employers focus on all-round skills
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Pimco has typically been a light user of FX options. But that all changed as the tariff turmoil raged in Q2 this year
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Counterparty Radar: EUR/USD buying spree takes Pimco’s FX options book to $7 billion
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Capstone’s Tom Adlard on the missing volatility risk premiums in S&P 500 options
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Volatility investors will need to work harder and smarter to capture value, says Capstone
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Bond and equity investors diverge on AI impact on rates
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While many agree the technology will drive growth, questions remain over the timing and inflationary impact
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Nobel laureate says investors are ignoring ESG scores
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The ability to withstand uncertainty matters more than green credentials, says Nobel laureate
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Onboarding for US hedge funds at JSCC is expected to begin by the end of the year
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FCMs see strong interest and expect funds to start clearing yen swaps before year-end
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Franklin Templeton’s Robert Crossley on the transition from traditional to decentralised finance
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TradFi’s money and DeFi’s tech will inevitably combine, says asset manager’s futurist-in-residence
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Free to read: Rob Mannix on the lowering of the explanability barrier
risk.net
Improved and accessible tools can quickly make sense of complex models
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Hedge funds are continuing to engage in Hong Kong dollar carry trades, albeit at a significantly reduced scale due to rising local interest rates
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Positioning is currently a fifth of what it was in April, say dealers
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How BlackRock Systematic’s assets under management have recovered to $336 billion.
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How the world’s largest asset manager revived the fortunes of its struggling west coast unit
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"Apart from managing risk mathematically, it’s important to know where the weak hands and the strong hands are, and where the concentrated position is" – Jakob Horder, Morgan Stanley
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Talking Heads 2025: Hedge fund crowding means macro markets have fatter tails, argues fixed income co-head Jakob Horder
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Europe’s securitisation market may receive a boost from regulatory changes that could tempt banks to include residential mortgages in their synthetic risk transfer trades
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Insurer participation and a lower risk weight could help make capital savings attractive to banks
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The success of Calamos's structured products ETF is stoking competition
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First mover expands to US tech, Innovator ETFs plans rival listing on September 25
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Will endebted governments turn to financial repression?
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A new paper analyses the controversial tool that governments may be forced to deploy to control borrowing costs
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Graham Capital's CIO believes Trump’s tax-and-spend package could tee up a “productivity-driven capex cycle like we haven’t seen since maybe 2000” in sectors like AI and energy
risk.net
Talking Heads 2025: Macro hedge fund shut down swap-spread exposure during April turmoil; sees positive signals amid Trump noise
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US rates markets seem unconvinced about the transformative potential of GenAI models, new research shows
risk.net
Research shows downward moves in US Treasury yields around generative AI model releases
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Do the markets actually care about Federal Reserve independence?
risk.net
The answer for some is more nuanced than you might think
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Research indicates that LLMs like GPT-5 are poorly suited for forecasting time-series data in finance
risk.net
A bevy of experiments suggests LLMs are ill-suited for time-series forecasting
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