Bloomberg: traditional quant money manager shifts to machine learning

September 1, 2019

machine learning, Millburn Ridgefield, money funds

A $7.5 billion money manager with roots almost as old as quant investing itself is going all-in with machine learning. Millburn Ridgefield Corporation placed robots at the very heart of…

Hedge fund volume on FICC sponsored repo is spiking – here are the numbers (Premium)

July 29, 2019

Josh Galper

CCP, cleared repo, Hedge Funds, Investments, Repo

dealers, hedge funds, money funds, sponsored repo, topstory

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FICC told us last week that average daily volumes on sponsored repo hit $376 billion at the end of Q2 2019, up from $230 billion at the end of Q4…

Buy-side trading dynamics on FICC sponsored repo

March 25, 2019

Josh Galper

cleared repo, Repo, RRP, US

buy-side, FICC, money funds, Office of Financial Research, Repo, sponsored repo, topstory

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FICC continues to post increases as a counterparty to the buy-side for US Treasury repo transactions in the sponsored repo format. Data from the end of February 2019 show volumes…

OFR: Money Market Funds’ Floating NAVs Stay in Narrow Range for Now

February 14, 2017

Josh Galper

News and Notes

floating NAV, money funds, OFR

No Comments

Money market funds long sold shares in normal times at a stable price, usually $1.00. But in the financial crisis, one fund “broke the buck” and investors fled. A new…

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