The Case for Systematic Fixed Income
Systematic investing uses a disciplined process to better understand how to generate returns and uncover risk. This approach has traditionally been applied to equity investing, but in recent years, solutions for fixed income have emerged. These can be useful as overlays, boosting defensive properties and mitigating drawdowns. Luca Burini explains why in times of market fragility, long-dated interest rates volatility strategies may act as an efficient and cost-effective macro hedge.