Tag: fixed income (Page 1 of 5)
A video digest of our most recent weekly research commentary on the evidence of mean reversion in returns for fixed income.
The fixed coupon and maturity of bonds act live gravity, causing mean reversion in returns. Short-term underperformance might suggest a positive forecast.
While quantitative styles such as value, momentum, low volatility, and carry have been applied to equities, we explore their use within municipal bonds.
Are rising rates something to fear or something to celebrate? In this post we explore the opportunities hidden in a rising rate environment.
Domestic Fixed Income Factor Implementations
By Steven Braun
On March 2, 2020