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Quant Monthly News focus on Change with DisruptionBanking August 2023


Resistance to change is futile. Especially as the global economy continues to create challenges month in month out. Here at DisruptionBanking we like to stay ahead, by showing some of the alpha strategies that even the best quants sometimes miss.

Change is usually something that occurs infrequently. However, since the pandemic hit in 2020, change has been a constant part of most people’s lives. This is best described by looking at how some traders are struggling to provide returns in a high inflation market like we have today.

We also want to remind our readers about the upcoming Quantstrats event here in London on the 24th of October.

What explains the S&P 500’s remarkable performance

Since December 2022 the S&P 500 has performed above expectations, especially with the backdrop of inflation still haunting global markets. We analyze the debt ceiling in the U.S. But the biggest news was the performance of chipmaker Nvidia.

Why is Barclays’ share price so low?

This July, Barclays joined several other London Stock Exchange listed banks in posting negative stock returns despite improved financial performance. We show how Barclays is essentially valued like a falling company, even though it’s a stable bank with a return on tangible equity in excess of 10%.

How Reinforcement Learning can be Revolutionary for AI-driven Alpha Strategies

In  portfolio management AI-driven strategies are gaining importance. Our interview with Aitor Muguruza Gonzalez highlighted some important insights. Like how over the past 15 years the markets have experienced some of the biggest turbulence in history. Therefore for back testing, this can be a huge challenge. Which is where reinforcement learning can help.

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Author: Andy Samu

See Also:

Why is Barclays’ share price so low? | Disruption Banking

What explains the S&P 500’s remarkable performance? | Disruption Banking

How Reinforcement Learning can be Revolutionary for AI-driven Alpha Strategies | Disruption Banking

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