Where fixed income meets quant
Systematic investing has been well established in the equities space for decades now. It has attracted academic interest, millions of dollars of investments, and the proliferation of a wide range of investment products. Fixed income has been different. …
Value Investing is a popular investment approach dating back to the seminal work of Benjamin Graham and David Dodd in the 1930s[1]. Historically, it has been predominantly applied to the management of equity portfolios. Today, value-tilted equity funds …
In the past, systematic and discretionary fixed income management have often been seen as antipodes. This may be a false dichotomy that fails to recognize the potential benefits from combining these two orthogonal approaches in a single investment …