Riti Samanta, co-head of North America fixed income and systematic fixed income portfolio manager, at Russell Investments discusses the impact that market uncertainty is having on fixed income markets and what liquidity signals her buy-side desk is paying close attention to as part of its systematic strategies.
In this episode, she looks at how her team is trying to deliver alpha and relative value, using quantitative strategies and in a tight credit spread environment.
Samanta also unpacks how Russell Investments measures implementation costs versus alpha; she looks at the necessary trade-offs to consider, and unpacks how technology can be used to optimize trading and investment strategies. Finally, the North American head outlines one piece of advice she would offer traders trying to operate in the current headline-driven and market-sensitive environment.
Vimeo – https://vimeo.com/1064039886?
NEWSLETTER SIGN UP
And receive exclusive articles on securities markets
As Technology Evolves, Asset Managers Adapt and Innovate
Citi Changes Organizational Structure
SEC Charges Virtu for Disclosures Relating to Information Barriers
ICE Futures Singapore Partners with CoinDesk Indices
Related articles
-
Blocks of credit have historically been resistant to electronic trading.
-
This will introduce new clearing benefits across Europe’s sovereign debt markets.
-
The firm also reported a record $2tr in total rates volume.
-
Electronic trading remained sticky through market turbulence.
-
The active high yield ETF is anchored by $2bn from an institutional external client.