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.

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