AMWatch

Managers of EUR 21.3 trillion are almost all bond quant believers now

Many of the biggest quant strategies in the stock market these days are plagued by doubt and debate. In fixed income, they just got a EUR 21.3trn endorsement.

Invesco Head of Quant Strategies Georg Elsaesser | Photo: PR / INVESCO

Almost every respondent in Invesco Ltd.’s annual survey of institutional and wholesale investors said they think factor investing can be applied to the world of fixed income.

The proportion of believers in this systematic approach -- which picks assets based on characteristics like how cheap or profitable they are -- has jumped to 95 per cent from 74 per cent last year, Invesco said. In 2018, that stood at just 59 per cent.

Read the whole article

Get 14 days free access.
No credit card required.

An error has occured. Please try again later.

Get full access for you and your coworkers.

Start a free company trial today

More from AMWatch

ATP's managed assets maintained growth in Q3

A positive result from investments and a negative hedging portfolio outcome are the main takeaways from ATP's Q3 report, which reports that total managed assets have increased, and the bonus rate has also swelled further.

Velliv divests coal and tar sands

Neither coal nor oil extracted from tar sands will be be found in Velliv's portfolio now that the company has decided to completely exclude companies associated with those activites.

Further reading

Related articles

Trial banner

Latest news

Jobs

Latest news from FinansWatch (dk)

Latest news from EnergyWatch

Latest news from ShippingWatch