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How quant fixed income strategies fared in the sell-off

How quant fixed income strategies fared in the sell-off

21-04-2020 | Product webinar
Timing and selection in quantitative fixed income strategies have been tested to the max in the unprecedented volatility caused by the coronavirus crisis. The preferences shown by the quant models have changed before and after the recent sell-off, so what does this mean for systematically managing Robeco’s duration, high yield and multi-factor funds?
  • Ralph Berkien
    Ralph
    Berkien
    Client Portfolio Manager
Ralph Berkien discusses how timing has worked in the Dynamic Duration and Dynamic High Yield strategies in 2020, and how selection in the credit market has paid off in the Multi-Factor Credits fund. He explains what differentiates these strategies, and elaborate on the latest developments in credits and rates.
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