News category: Credit And Fixed Income

Atlantic House’s Dynamic Duration fund has proved to be a valuable asset to navigate the current market conditions. Jack Roberts, fund manager at London-based USD4 billion Atlantic House, said the fund’s systematic and rules-based approach to duration management has steered the uncertain inflation and bond environment well.

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Nomura is seeing investors reconsider a popular quantitative swaption triangle trade and instead look elsewhere for opportunities across rates volatility.

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Investors are showing greater interest for commodity trading advisors in a time where the correlation risk between equities and bonds is sapping away diversification benefits for more traditional portfolios. Simon Judes, co-chief investment officer at the USD10.6 billion Winton Group, said that, among hedge fund strategies, CTAs have had close to the lowest correlation with portfolios of bonds and equities.

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A haunted hotel is not for the faint of heart and so I was facing more nerves than usual ahead of my third time at our Investor EQD – Austin event at The Driskill hotel. I was daunted to learn about the paranormal investigations that had taken place at the hotel where I was sleeping, while keeping up with finance chatter over Texas BBQ and absorbing information on new implementations of systematic strategies.

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Multi-asset investors seem upbeat on investment opportunities this year, with panelists at Investor EQD – Austin discussing adjustments they are making to their portfolios after a difficult 2023.

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Some of the largest Texas-based institutional investors shared their perspectives about the range of opportunities, as well as notable dangers, in fixed income investing at Investor EQD – Austin. Anca Ion, chief investment officer at the USD125 billion Texas Treasury Safekeeping Company, said there is a possibility for inflation to ramp up in 2024 and beyond, opening up opportunities for allocators to achieve higher rates of return.

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Multi-asset managers shared their viewpoints on how including systematic commodity strategies into an institutional portfolio can provide real returns, in a discussion at Europe EQD in Barcelona. Marco Aiolfi, head of multi-asset at PGIM Quantitative Solutions, explained to audience members that commodities are the forgotten child of asset allocation.

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Stability for pension plans seems to be bleaker than ever, with institutions like CalPERS sounding the alarm on potential funding ratio pitfalls over the next three decades. Investment volatility has re-emerged as a key concern for public pensions, signaling the risk that market corrections could potentially set back progress in stabilizing funded ratios and trigger higher contributions.

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Liquid credit strategies that sometimes employ credit-default swaps or use quantitative-driven investment styles are becoming more popular with U.S. public plans, MandateConnect data show.

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Daniel Morris, chief investment officer of systematic investments at USD580 billion Allspring Global Investments in London, said this year is a good opportunity for multi-asset investors to move away from cash and into equity and fixed income investments.

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