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Accounting for potential dynamic spending in retirement in the planning process can paint a better picture of retirement success and failure.
We use statistical techniques to decompose changes in the credit spread curve into stylized portfolios capturing level, slope, and curvature factors.
We use a measure of credit curve steepness as a valuation signal for timing exposure between corporate bonds and U.S. Treasuries.
In this commentary we explore the application of several quantitative signals (momentum, value, carry, reversal) to a broad set of fixed income exposures.
Ensemble Multi-Asset Momentum
By Corey Hoffstein
On July 22, 2019