June 30, 2020
BVI Webinar | Facts, Funds and Food - Qontigo: Smart Beta, meet Fixed Income
Smart Beta has long been the preserve of the equity markets. Now is the time to introduce it to fixed income. Qontigo believes it is possible to apply smart beta techniques to fixed income and that we have been successful in building tools to do just that.
If quantitative methods have helped to reshape the landscape of equity investing then there is every indication they will play a similarly transformative role in fixed income. Our aim is to show how we are contributing to this change. On the way we shall discuss the additional complexities that need to be dealt with, including what we mean by the return of an issuer, how (and why) we build credit curves, and how we define and construct our factors.
The presenter will be Alan Langworthy, an Executive Director in Qontigo's Research team. His primary focus is on the next generation of Qontigo's fixed income risk model. Alan holds a D. Phil in mathematics from the University of Oxford, is a CFA® charterholder, and a Chartered Mathematician.