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Bond Quants Are Growing in Negative-Rate World, Invesco Says

  • Investors betting strategy can be extended to fixed income
  • Yield/carry was identified as the top factor in asset class
Updated on

The surge in negative-yielding debt is making the bond market the next frontier for factor investing, according to a study by Invesco Ltd.

About 70% of institutional and 78% of wholesale investors see the concept of slicing and dicing securities by their characteristics as applicable to fixed income, the survey showed. That’s up from 62% and 57% respectively in 2018. The study polled 241 factor investors responsible for managing more than $25 trillion across the world.