The Bank of England unveiled the Sterling Overnight Index Average, or Sonia, in April as a near risk-free alternative to ...

Libor's $US350 trillion headache

UK regulators' decision to abandon the Libor benchmark by the end of 2021 is sowing confusion in the market.

CTAs, the majority of which bet on price trends using futures contracts across asset classes, are known for being ...

The trend is not your friend

Programmatic investors who make their fortunes chasing momentum have had a particularly rough year.