Future Finance
The Quant Revolution Is Coming for Corporate Bonds
- Math-powered approach could be adopted by systematic traders
- Portfolio of derivatives bested credit indexes: research
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If the quant revolution disrupts corporate bonds one day, you might want to remember this name: Roni Israelov.
The wiz at AQR Capital Management just sketched a blueprint for traders seeking to hitch a high-octane ride on the global credit cycle -- powered by the very finance tools that have changed Wall Street’s game on stocks.