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Systematic Fixed Income
An Investor's Guide
Book •
Scott A. Richardson's 'Systematic Fixed Income: An Investor's Guide' presents a comprehensive framework for applying data-driven, systematic methods to fixed income and credit investing.
The book explains how to assemble and use financial and alternative data, design forecasting models for returns and risks, and construct diversified portfolios that target idiosyncratic credit opportunities while controlling macro exposure.
Richardson blends academic foundations with practical implementation guidance, addressing trading costs, liquidity, and model transparency.
He also discusses extensions of systematic methods across credit markets, including loans, CLOs, and emerging markets.
The book is aimed at practitioners and students seeking a rigorous, hands-on treatment of systematic fixed income strategies.
The book explains how to assemble and use financial and alternative data, design forecasting models for returns and risks, and construct diversified portfolios that target idiosyncratic credit opportunities while controlling macro exposure.
Richardson blends academic foundations with practical implementation guidance, addressing trading costs, liquidity, and model transparency.
He also discusses extensions of systematic methods across credit markets, including loans, CLOs, and emerging markets.
The book is aimed at practitioners and students seeking a rigorous, hands-on treatment of systematic fixed income strategies.
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Mentioned in 1 episodes
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