ARTICLE | 1 MIN

Quantitative Credit: Alpha Opportunities for Early Movers

February 1, 2021

Unlike equity markets, fixed income is still dominated by large, slow-moving, buy-and-hold money and not yet heavily trawled by quant managers. As such, a systematic approach could offer alpha opportunities to those early movers.

In this report, we offer investors an insight into:

  • The rise of quant credit and how it compares to quant equity;
  • The mechanical differences between credit instruments and the dynamics of trading and execution;
  • Risk management and portfolio construction as it pertains to quant credit;
  • The application of factors and data to quant credit;
  • Incorporating Responsible investment in quant credit;
  • The future of quant credit.

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Author(s)

Paul Kamenski, CFA | Citiwire Plus Co-Head of Fixed Income, Man Numeric
Robert Lam Co-Head of Fixed Income, Man Numeric
Edward Cole Head of Multi-Strategy Equities, Solutions, Man Group