CSO investors can use 'hedges from leftfield' for longer exposure - QIS podcast

Thursday, August 23, 2018

Quantitative investment strategies, or QIS, is an area typically associated with equity markets. But, having permeated into other asset classes over time, it makes up a growing part of credit trading activity. This only looks set for greater prominence, as market participants increasingly aim to deploy artificial intelligence, automation and machine learning to remove emotion from the equation in their trading approach and create more systematic strategies. 

At our Credit Dimensions 2018 conference in New York earlier this month, Creditflux dedicated a panel discussion to the topic. Joining moderator Dan Alderson, deputy editor of Creditflux, were Alexandre Billot, who oversees quantitative strategies at BNP Paribas in New York and Anthony Morris, head of quantitative strategies at Nomura.

Beginning with the broad strokes of what QIS is and why it is gaining so much interest, the panellists drilled down further into its uses in credit markets and the different ways that such strategies can be put to work. This could include use by CSO investors looking to take on longer dated exposure and hedge the risks associated with extended duration. 

Listen here for a podcast recording of the panel.

For upcoming Creditflux events, see here.

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TAGS: CDS Europe Structured credit CLO Credit derivatives North America Creditflux event

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