Deutsche bank securities january 2010 september 2016 6 years 9. Bloomberg finance lp, factset deutsche bank quantitative strategy. Mr luo is the chief quant quantitative analyst at deutsche bank, where his team has developed an ai algorithm that autonomously scours the financial system for investment opportunities, scraping unfathomably large data sets to unearth profitable patterns to. Cio office, deutsche bank wealth management, deutsche bank ag email.
According to yin luo, managing director and global head of quantitative strategy at deutsche bank securities, its a very promising area. Deutsche bank from 1870 until today rooted in germany. Deutsche bank intends to make the offering to which this communication relates in canada pursuant to. It covers about 2,500 companies within the russell 3000 see figure 2, as well as nearly a million private and. Sellside quantitative equity and multipleasset research. Page 5 the data is divided by company ein, a company identifier issued by the irs that bizqualify maps to tickers for publicly traded businesses. Javed jussa the socially responsible quant deutsche bank. Deutsche banks journey from a lowprofit group focused on german clients and owned by german shareholders, to the epitome of global capitalism in the heady days before the financial crisis. Oil shock a quant perspective, deutsche bank quantitative strategy, 25 march 2011 minimum variance investing is rapidly gaining popularity. Harnessing the best global markets research ideas from.
Deutsche bank lobal ansaction banking 5 nine out of 10 business leaders consider data to be the fourth factor of production, as fundamental to business as land, labour and capital. Deutsche bank is at the center of our corporate, institutional and private clients needs the risk manager and trusted advisor to our clients. Announcement regarding resolutions of the board of. Luo joined bank of china in july 1996, and once served as an intern in luoyang branch, and a staff member of the overseas business management department. Aug 12, 2016 yin luo, wall streets topranked quant analyst, has left deutsche bank ag to join wolfe research llc. University and yin luo deutsche bank for their help and encouragement. Oct 04, 2016 deutsche bank is not part of a growing storm making its way through the global financial system. Movesdeutsche bank names kinner lakhani cohead of europe.
And we admit this special edition of konzept cannot be a perfect crystal ball. When it came time for college, he decided to try something new, majoring in economics and then finance, and digging into the. Prior to wolfe research, yin spent seven years as a managing director and global head of quan. Yin luo vice chairman wolfe research, llc linkedin. Yin luo, wall streets topranked quant analyst, has left deutsche bank ag to join wolfe research llc. Jun 08, 2015 making jain directly responsible for cutting deutsche banks costs by 4. Aug 26, 2015 aug 26 reuters deutsche bank said it appointed kinner lakhani cohead of paneuropean banks research. For example, in this period the ratio has fallen from about 0.
In this report we bridge the gap between frequency. Deutsche bank appoints new ceo in latest postcrisis shakeup. Tristan fletcher research director, thought machine stephen morse head of global financial data partnerships, twitter dr. Big data analytics for supply chain relationship in. Before arriving at deutsche bank, he spent over 12 years in investment banking and at a management consulting firm with various roles in quantitative research. Thus, investors should be aware that the firm may have a. A read is counted each time someone views a publication summary such as the title, abstract, and list of authors, clicks on a figure, or views or downloads the fulltext. As one corporate customer might have several corporate loan accounts with different banks, banks have the desire to establish longterm relationships with corporate customers in order to gain a moderate or a greater share of the financial. Eligible investors may be able to get exposure through overthecounter products. Deutsche bank north american equity quantitative strategy 1 see cahan et al. Yin joined deutsche bank in new york in october 2009. Limited attention, visibility, economics news, and corporate governance earnings surprise the difference between reported earnings and consensus earnings estimates as an indicator of future stock performance is not a new concept. Ibes for longer windows 57% 43% all estimates estimize more accurate ibes more accurate 54% 46% 1 day before 51% 49% 1 week before 46% 54% 1 month before source.
Lakhani, who will join in november, will work alongside matt spick. Yin luo joined wolfe research, llc in september 2016, as a vice chairman to lead the coverage of quantitative research, economics, and portfolio strategy qes. Although some european banks remain fragile, others around the world have notably strengthened their capital cushions, are deploying more prudent liquiditymanagement approaches, and have made significant progress in cleaning up their liabilities. The successful introduction of a payment factory deutsche bank. Deutsche bank from 1870 until today rooted in germany global. Deutsche bank ag new york branch dbag nyis a wholesale branch of dbag. Deutsche bank has provided the latest piece in the gvs newsletter series on behalf of. Deutsche bank is the leader among private banks in. To most of us, the internet has become such an integral part of our lives that it hardly warrants second thought. Robert luo investment banking associate deutsche bank. About deutsche bank about deutsche bank deutsche bank is a leading global universal bank, with businesses encompassing a wide range of products and services in investment, corporate and retail banking as well as in asset and wealth management. Digitiing intelligence artificial intelligence report q1. Yin luo joined wolfe research in september 2016, as a vice chairman to lead qes research.
Bailout refers to a rescue of a failing institution through the offer of funds. Investors should consider this report as only a single factor in making their investment decision. Topranked quant luo leaves deutsche bank to join wolfe. From mundane status updates to secure online financial. To order reprints of this article, please contact dewey palmieri at dpalmieriat or 2122243675. Jul 28, 2016 it was the defining bet of anshu jains reign at deutsche bank. See the complete profile on linkedin and discover roberts connections and jobs at similar companies. By yin luo, cfa, deutsche bank yin luo is a managing director and global head of quantitative strategy at deutsche bank. Jul 05, 2017 deutsche bank ag is preparing to move large parts of the trading and investmentbanking assets it currently books in london to its hometown of frankfurt in response to britains exit from the. Thus, investors should be aware that the firm may have a conflict of interest that could affect the objectivity of this report. Deutsche bank has provided the latest piece in the gvs newsletter series on behalf. Deutsche bank ag deutsche bank does and seeks to do business with companies covered in its research reports. Deutsche bank the successful introduction of a payment factory 9 deutsche bank provides a comprehensive range of services and bestpractice solutions to support clients during the selection and practical implementation of an appropriate payment factory concept and beyond. Yin started at deutsche bank in new york in october 2009 and in seven.
The simplified organizational table below illustrates the position of these material entities in the db group corporate structure. Bloomberg finance lp, msci, deutsche bank quantitative strategy 8 0. Advances in cointegration and subset correlation hedging methods journal of investment strategies risk journals, vol. A new approach to trading and hedging risks abstract a basket is a set of instruments that are held together because its statistical profile delivers a desired goal, such as hedging or trading, which cannot be achieved through the. Our inaugural dbaccess global quant conference 2017 will feature two. Topranked quant luo leaves deutsche bank to join wolfe research. Dbag ny is licensed by the nysdfs and regulated by the. According to research, the use of big data has improved the performance of businesses by an average of 26% and that impact is estimated to grow to 41% over the. Pdf deutsche bank deutsche bank does and seeks to do business with companies covered in its research reports. View robert luos profile on linkedin, the worlds largest professional community. Prior to wolfe research, yin was a managing director and global head of quantitative strategy at deutsche bank. Deutsche bank is the leader among private banks in its home market, germany, and enjoys an outstanding position in europe. Deutsche bank north american equity quantitative strategy.
Artificial intelligence can help you find patterns a human would never see. Based on the dividend signaling theory see luo, et al 2015b and wang. A peek into the future adding structure to the web in this research, we use a database of structured web data from a company called recorded. Deutsche bank revamps structure, eyes share sale wsj. View robert luo s profile on linkedin, the worlds largest professional community. Dave cliff professor of computer science head of merchant venturers school of engineering, bristol university dr.
Lookahead bias using data that were unknown it is the bias created by using information or data that were unknown or unavailable as of the time when the backtesting was conducted. Financial result q112 7 eurm q112 q411 change % q111 change % net interest income 1,420 1,427 1 1,324 7 net fee and commission income 1596 588 602 1. Quantitative trading portfolio construction pricing. Deutsche bank does and seeks to do business with companies covered in its research reports. View yin luos profile on linkedin, the worlds largest professional community.
Deutsche bank will shake up its structure and its uppermanagement ranks, and seek to raise fresh capital, in the first major reversals of chief executive john cryans nearly twoyearlong overhaul. Announcement regarding resolutions of the board of directors of. Lower credit costs than estimated if the bank were to report lower incremental slippages and higherthanexpected loan growth resulting in better earnings. Advances in cointegration and subset correlation hedging. Complete references for all papers mentioned are available in the references section at the back of this report. The business case for corporate investment in sustainable. Du stock quote, history, news and other vital information to help you with your stock trading and investing. Annual report 2015 corporate responsibility report 2015 human resources report 2015 menu. Growing up in northern china, luo learned to code at age 10. Signal processing strategy crowding part i deutsche bank. Furthermore, it has a strong competitive position in north america as well as in key emerging markets, particularly in asia. A new approach to trading and hedging risks abstract a basket is a set of instruments that are held together because its statistical profile delivers a desired goal, such as hedging or trading, which cannot be achieved through the individual constituents or even subsets of them.
Lawrence berkeley national laboratory, yin luo deutsche bank, attilio meucci kepos capital, nyu. Prior to deutsche bank, yin spent over 12 years in investment banking and at a management consulting firm with various roles in quantitative research. How deutsche banks highstakes gamble went wrong financial. Each integration solution includes several components that must be considered. Deutsche bank screenshow template qwafafew new york. He stepped down in july as the global head of quantitative strategy after a sixyear stint. Us regulators have not approved most foreign listed stock index futures and options for us investors. Pdf deutsche bank pdf deutsche bank pdf deutsche bank download. View yin luo s profile on linkedin, the worlds largest professional community. Before joining boutique research firm wolfe in 2016, luo was a topranked quantitative analyst at deutsche bank. Jun 22, 2016 consumer electronics sales grew 28% at amazon in 2015, compared to samestore sales increases of 4. Yin luo, md, north american head of quantitative strategy, deutsche bank 1. Corporate governance case studies volume seven editor.
1404 950 1280 542 592 151 1379 117 1382 1450 949 817 556 181 1110 1092 5 1038 189 788 439 424 1017 1053 1241 1098 1322 159 777 952 774 950 556 1349 1187 1479