Systematic Fixed Income Q&A
AQR Managing Director Jordan Brooks answers questions about systematic fixed income, including how AQR implements the strategy and what makes it different from smart beta.
A Video Introduction to Systematic Fixed Income
Systematic fixed income takes a rigorous, repeatable approach to investing in bonds. In this video, we talk about the potential diversification benefits of adding systematic strategies to a portfolio and explain why this approach is finally catching on in fixed income markets.
We delve deeper into topics relevant to fixed income markets. What is the credit risk premium? How are factors implemented in bonds? And how are active bond managers actually investing today?Read more
From white papers to data sets, we’ve compiled our most relevant advanced thinking on systematic fixed income.Read more