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The New Quant Billions Are Hiding in the Bond Market – Bloomberg

Full Article: Bloomberg

In credit, systematic traders sort corporate obligations into buckets called carry, value, momentum and size to analyze spreads relative to credit risk, leverage, the size of the issuer and ease of trading. Factor devotees say their volatility-adjusted approach sidesteps yield-chasing and duration risk. And after back-testing, JPMorgan Chase & Co. estimates long-only factors can best the market over the long haul.  

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