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

The regulatory environment continues to increase in complexity as the EBA and the PRA provide new guidelines and updates to ...

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 ...

This article was written by Jerome Barkate, Nakul Nair, Zane Van Dusen, and Scott Coulter. We are witnessing a remarkable period in the credit markets. Following years of accommodative monetary ...

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 ...

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, ...