Credit quants get schooled after liquidity storm upends trading

The hottest quants coming into 2020 just learned the hard way that computer-driven models are no match for a liquidity storm.
Photo: Colourbox
Photo: Colourbox
By Justina Lee / BLOOMBERG

The seizing up of debt markets sparked by the coronavirus and oil crash humbled bond investors of all stripes. For rules-based funds angling to replace their discretionary peers in particular, it’s sparked some soul searching on how their models have handled the unprecedented turmoil.

Already a subscriber?Log in here

Read the whole article

Get access for 14 days for free. No credit card is needed, and you will not be automatically signed up for a paid subscription after the free trial.

With your free trial you get:

  • Access all locked articles
  • Receive our daily newsletters
  • Access our app
Must contain at least 6 characters
Must contain at least 2 characters
Must contain at least 2 characters

Get full access for you and your coworkers

Start a free company trial today

Share article

Sign up for our newsletter

Stay ahead of development by receiving our newsletter on the latest sector knowledge.

Newsletter terms

Front page now


Further reading