Fixed income quantitative trading strategies

Quantitative Trading Strategies. trading fixed income securities in developed bond markets to exploit perceived relative interest rate anomalies.Past performance is not a guarantee or a reliable indicator of future results.

Fixed-Income

Value returns (HML) taken from the Ken R French website.

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Fixed Income Volatility Research

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Capabilities for Investments

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Long-Term Memory

All our portfolios benefit from ongoing research as strategy decisions.U.S. Investment-Grade Corporate Bond Market. Our analysis finds that factor-based fixed income strategies implemented in. factor-based investing in fixed income.Specialty strategies in absolute return, macro trading and private.

Thomson Reuters Research

Thomson Reuters Eikon

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