Credit And Fixed Income

New research shows optimizing trade horizons can materially reduce execution costs and unlock greater capacity for factor-based strategies across global equity and fixed income portfolios.

Railpen is ramping up its multi-strategy quant platform with a new systematic credit strategy.

Deutsche Bank is actively expanding its quantitative investment solutions in the Americas. After launching a cross currency carry index last year, the bank is now targeting interest rate swaps.

In this latest newsletter, we'll dig into a recent presentation on equity short extension strategies published by the State Universities Retirement System of Illinois, plus we have all the links for the most recent asset allocation reviews and more added to MandateConnect in the last few weeks.

Massachusetts' Pension Reserves Investment Management Board is investing up to USD175 million in credit hedge fund FourSixThree.

Samuel Hikspoors, senior director of portfolio construction, risk and research at Trans-Canada Capital, said that higher interest rates are causing the asset manager to pay closer attention to the beta exposures potentially affecting its portfolios.

This week’s noise has made ignoring the cryptocurrency space almost unavoidable, maybe to the chagrin of the more traditional anti-crypto naysayers.

Graham Rennison, executive vice president at PIMCO, told attendees at Global EQD in Las Vegas that incorporating quantitative credit strategies can give investors an edge in the current market environment.

Was it the least equity-specific EQDerivatives event ever? Some audience members and speakers at the Wynn earlier this week were wondering.

The hedge fund space is in a strange place with the end of first quarter of this year being the 22nd consecutive month investors have pulled money out of the sector, according to the latest data from Nasdaq eVestment.