Why credit?
A pillar in asset allocation, the credit risk premium has historically delivered strong returns, which have been robust across market segments and diversifying relative to equities and Treasuries.
Systematic Credit
A structured and data-driven approach to fundamental investing in corporate bonds
Why systematic?
Newer area now more feasible to implement due to recent electronification of these markets. Taps overlooked alpha that is complementary to traditional discretionary approaches.
Why Acadian?
Embraces the firm’s culture of transparency and leverages existing data infrastructure and broader resources. Led by a dedicated team with deep experience in both theoretical aspects and practical implementation of credit.
Investment Process
Robust computation process for each bond and issuer in our benchmark makes use of wide breadth of themes and non-obvious economic relationships
Aims to deliver the credit and interest rate risks of the benchmark while selecting positions that will outperform
A systematic trading approach that is tightly aligned with portfolio construction and focused on minimizing transaction cost