This is a special edition of Fidelity Answers following a popular white paper on the topic of factor investing in fixed income. It will be of particular interest to professional investors working in credit markets.
We find out why factor investing in bond markets has been so much slower to catch on than in equity markets, and the ways our fixed income team is approaching the challenge.
Joe Hanmer, Director of Quantitative Fixed Income, tells us how the multifactor strategy his team has developed selects companies and bonds; Lucette Yvernault, Head of Systematic Fixed Income, explains how the model goes from theory to practice; and Jennifer Jackson, Associate Trader, sheds some light onto the execution of systematic portfolio orders. Hosted by George Watson, Investment Writer.