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.
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.
February 2021
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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