Professional investors face a world of challenges, from managing risk to identifying macro trends and alpha opportunities. Hosted by Sandy Rattray, Chief Investment Officer at Man Group, these are the problems and solutions at the top of his – and your – agenda.
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Professional investors face a world of challenges, from managing risk to identifying macro trends and alpha opportunities. Hosted by Sandy Rattray, Chief Investment Officer at Man Group, these are the problems and solutions at the top of his – and your – agenda.
Quant credit remains a relatively niche investment area compared to quant equity.
The attraction of quant credit is clear. Fixed income is still dominated by large, slow-moving, buy-and-hold money and unlike equity markets it is not yet heavily trawled by quant managers. Consequently, it is a market rife with inefficiencies and quant strategies exist to harvest the opportunities that such inefficiencies throw off.
Quantitative investment strategies are increasingly using the growing amount of data generated by the fixed income and credit markets to deliver uncorrelated returns and eliminate the human biases to which discretionary investors are susceptible.
Paul Kamenski and Robert Lam, Co-Heads of Credit at Man Numeric, join Sandy Rattray and The CIO Agenda to discuss why a systematic approach to credit is moving from the niche to the mainstream and the opportunities for alpha on offer.
Download the full white paper on quant credit here.
You can also read the full transcript of the episode here.
The CIO Agenda
Professional investors face a world of challenges, from managing risk to identifying macro trends and alpha opportunities. Hosted by Sandy Rattray, Chief Investment Officer at Man Group, these are the problems and solutions at the top of his – and your – agenda.
