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Quant investing in liquid high yield

Quant investing in liquid high yield

24-04-2014 | Insight

Robeco introduced Robeco Quant High Yield Fund on March 28, 2014. By investing in credit default swap (CDS) indices, this fund offers liquid exposure to global high yield, allowing investors to tactically trade in and out of this asset category at low costs. Performance is driven by a proprietary quantitative market-timing model with a solid track record of over ten years.

  • Patrick  Houweling
    Patrick
    Houweling
    Portfolio Manager

For which investors?

The fund’s high liquidity makes it suitable for tactical investors, such as allocation teams with higher demands on transaction costs and liquidity, and for strategic investors, like pension funds and sovereign wealth funds, who want to take additional tactical positions. Also, investors who are concerned about the decreasing liquidity of the high yield bond market will be served with this solution. Finally, investors looking for a quant investment style in high yield should find this product appealing. The fund aims to offer a higher return than the Barclays Global High Yield Corporates Ex Financials index.

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