Factor inflation—there are over 400 documented factors to date that theoretically allow institutional investors to target specific risk-return objectives. But many of these factors are simply the byproduct of data mining and do not have investment utility. Furthermore, reconstitution policies of index providers can leave…

Marcos López de Prado and Joseph Simonian join Frank Fabozzi to explore the latest developments and biggest potential pitfalls in the use of machine learning and artificial intelligence in investing. Watch the recording.

Portfolio Manager Manar Hassan-Agha discusses the importance of position sizing in investing and how factors like behavioural biases, market structures, and optimal betting strategies under the Kelly Criterion can impact returns at varying position weights.

Robert Lam and Paul Kamenski, Co-heads of Credit at Man Numeric, join Danilo Rippa, Head of Global Credit Multi-Strategy and Global Convertibles at Man Solutions, to discuss adopting a quantitative approach to investing in credit markets. They discuss the rise of quant credit, the alpha opportunities it presents, as well as…

Since the birth of quant investing, there’s been a steady rise in the number of factors that researchers claim can explain alpha. But it turns out that 15 factors are enough to capture most of the drivers of equity market returns.

In this episode of Guiding Assets, host Mike Wallberg, CFA, sits down with Ivan Mitov, the VP and Director of Risk Research for FactSet. Ivan leads a team of quantitative researchers who focus on building and applying multi–asset class risk models.

How do quantitative investment strategies deliver alpha? And how will new technologies like generative AI change the way these teams work?

Robin Greenwood discusses how financial crises can be more accurately predicted beforehand with better analysis of credit market conditions.

The buzz around artificial intelligence has reached fever pitch, with growing awareness of what this technology can do. What does it all mean for investors? Can the power of AI be harnessed to create better investment outcomes? Tune in to hear views from three specialists in this area.

David Turkington and Megan Czasonis explain how to form more reliable views from currency factors to build stronger portfolios.

Andrew Li reveals findings from his study on the opportunities and challenges of applying machine learning to investment decision-making.

The credit trading revolution is finally here. Catch this webinar replay to discover the alpha opportunities for systematic investors.

Why add quantitative approaches to a multi-strategy and what impact can it have? Matthew Sargaison, CEO at Man AHL, continues to share his insights into the world of multi-strategy alternatives.

As we cue up some new guests for the Alpha Exchange, some reflections from your host on the Black Scholes model and its 50th anniversary. No model is perfect and traders must grapple with real world frictions not entertained by the model. I discuss how option market participants make adjustments and why. Hope you enjoy!

Recent market developments and investing trends have prompted investors to reconsider their investment allocations. Factors assist investors in understanding the present market and informing their investment decisions. Melissa Brown, Managing Director of Applied Research, joins two experts to discuss factor investing in this…

During periods of sustained price rises in equities, we see tremendous market interest in measuring the "frothiness" of prices, both for the market overall as well as for individual sectors and countries. Robin Greenwood, George Gund Professor of Finance and Banking at Harvard Business School and academic partner…

It has been hailed as the next frontier in quant investing. Using artificial intelligence, algorithms and vast volumes of new data types to explore untapped sources of returns sounds intriguing. Especially when times are uncertain, and alpha is elusive. But is this hype, false hope or real opportunity?

We talk with Robin Wigglesworth about quantitative investing and the ideas he lays out in his article ‘A Quant Winter’s Tale’, before hearing his insights on the private credit trend and his intriguing new book titled Bonds, all about the history of the bond market. We also speak with Mark McGrath about the Canada Pension…

For too long, sustainability has been focused on equities alone. In this bonus episode of Long Story Short, the Man AHL team take a look at how sustainability can be integrated across commodities, government bonds and more.

Mark Kritzman demonstrates the effectiveness of his predictive method by applying it to the National Basketball Association (NBA) draft.