Name
Generating Alpha in Bottom-Up Systematic Credit Portfolios
Date & Time
Wednesday, September 25, 2019, 10:10 AM - 10:30 AM
Martin Dropkin
Description
Systematic factor investing has become extremely popular across a wide range of asset classes but has always suffered from complex challenges when applied to corporate bonds. However recent improvements in data reliability and increased electronic trading in fixed income markets have paved the way for systematic strategies. At Fidelity, we have designed a ground-breaking, bottom-up approach using an extensive dataset to create systematic portfolios that we show generate consistent, positive alpha through the credit cycle.
Location Name
Amsterdam