Capture the return potential of corporate bonds
Quoniam’s systematic investment grade credit strategy offers professional investors a compelling route to excess returns through a balanced, data-driven approach that enhances diversification, lowers drawdowns, and adapts dynamically to market conditions—all within a transparent and risk-aware framework.
Our research shows that both fundamental and quantitative approaches can outperform their benchmarks over time, but that the sources of this outperformance are different. Investors can take advantage of these diversification benefits by adding a multi-factor strategy to their credit allocation. This will lead to more stable overall credit portfolio performance and unlock new sources of outperformance.
Tapping into scientifically proven sources of return
Our investment grade credit strategy combines the factors value, momentum and carry. These factors have proven to be statistically significant indicators of alpha over many years of research and form the basis of our forecasts. We apply a model-driven, quantitative process that can consistently and objectively calculate factors for the global bond universe.
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Broad, global investment universe Daily analysis of 28,000 bonds from 5,000 issuers provides access to deep market breadth. -
Proven multi-factor alpha model Combining the value, momentum and carry factors smooths performance across cycles and enhances stability.
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Robust risk and liquidity management Multi-layered risk controls to avoid negative surprises. Real-time estimates of transaction costs and bond liquidity allow cost-efficient portfolio adjustments.
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thought leadership
Diversifying credit
portfolio
How investors can profit from investing in fixed income factor strategies
Incorporating pre-trade
bond liquidity
How to increase precision of estimates of tradability and transaction costs for better performance
Your advantage: Diversified multi-factor strategy with return potential
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A systematic selection process based on factors opens a wider investment universe and greater return potential.
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Factor investing relies on a large number of small, active positions leading to a high degree of diversification and low tracking error.
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Investing in a multi-factor strategy can lead to a more stable overall credit portfolio performance and capture new sources of outperformance.
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insights
Get in touch with Quoniam, and let’s discuss your investment goals and how to achieve them. Contact us for an analysis of the best strategy for you.