Fund managers utilizing AI/machine learning strategies were down 0.32% in February, dragging their year-to-date returns to 2.02%. Quant strategies continued to fall out of investors’ favour, with the CTA/managed futures mandate seeing investor redemptions totaling $29 billion in 2018 and $4 billion as of February 2019 year-to-date.
Eurekahedge: quant strategies falling out of favour with investors
ESRB: The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios
ISLA releases GMSLA pledge documentation