Quantitative finance continues to debate the reliability and limits of model-driven investment strategies. Read more here.

Using data from 421 active quantitative funds in China from January 2015 to March 2024, we design a homogenization measurement method from the perspectives of return rates and Sharpe ratios, ...

The regulatory environment continues to increase in complexity as the EBA and the PRA provide new guidelines and updates to the requirements for credit risk professionals. This causes strain on ...

Bearish on credit risk, junk debt is mispriced relative to high-quality bonds. Fidelity High Yield Factor ETF offers exposure to high-yield corporate bonds with strong diversification and credit ...

Quant-based funds, unlike other active funds, rely on complex mathematical and statistical models with automated algorithms and rules applied to make investment decisions. Read on to know more.

When it comes to credit risk monitoring, many banks find themselves falling behind the regulatory expectations. Regulators are expecting banks to take a more proactive approach, using forward-looking ...

In the past few years, there have been several developments in the field of modeling the credit risk in banks’ commercial loan portfolios. Credit risk is essentially the possibility that a bank’s loan ...