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Why Systematic Fixed Income

Aug 1, 2018

As interest in quantitative investing has grown in the market, we have seen the emergence of a true systematic category in fixed income.


The next evolution in
quantitative investing

Fixed income markets have undergone a transformation over the past decade. Broker dealers have been disrupted by a combination of regulation and technology, shifting and diminishing liquidity for investors. The rapid growth of data and analytics has provided investors with new tools for identifying and capturing investment opportunities.

An emerging understanding of what constitutes alpha, beta, factors, and their relationship with each other in the equity markets has opened fixed income investors' eyes to new approaches to building investment solutions.

These developments have fundamentally altered fixed income markets, creating new opportunities for building fixed income solutions that seek to deliver more precise outcomes for investors. In this paper, we outline what we believe is the next evolution of quantitative investing in fixed income.

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Matt Tucker, CFA
Head of Americas Systematic Fixed Income Strategy
Mr. Tucker leads the product strategy effort for the region's systematic active, smart beta, hedge fund, index, and exchange-traded funds businesses.
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Tom Parker, CFA
CIO of Systematic Fixed Income
Mr. Parker is responsible for all portfolio management and research as well as portfolio construction across the Systematic Fixed Income platform.
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Systematic fixed income investing
Explore a new way to invest in fixed income that combines big data, scientific research, and deep human expertise to make sense of market complexity.
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