Thrilled to be featured again in Bloomberg News’ latest article on factor investing in corporate bonds.
Systematic credit strategies are gaining momentum as electronic trading and real-time pricing reshape fixed-income markets. “Where banks conjure up trades for clients via structured products known as Quantitative Investment Strategies, the list of similar offerings has doubled over the last five years, according to data compiled by Premialab. The benchmark for credit-factor strategies kept by Premialab is up 1% this year through Monday.”
With investors demanding greater transparency, efficiency, and diversified returns, factor-based approaches in credit continue to gain traction.
To explore how QIS strategies can enhance your investment approach, please feel free to contact us.
