Robeco, The Investments Engineers

Quant Fixed Income

Pioneering a systematic approach across fixed income segments

Key points

  1. Combining Robeco’s rich heritage in fixed income, quant investing and sustainable investing

  2. Sound offering of systematic strategies in credits, government bonds and aggregate fixed income

  3. Strategies based on Robeco’s ground-breaking research

A quantitative approach to investing has become a popular option for gaining efficient access to factor premiums in the stock markets, beyond what a market capitalization-based approach can provide. The quantitative approach is strongly on the rise in fixed income markets too. Robeco has been involved in this development right from the start in the late 1990s with its groundbreaking research. Combined with our wealth of experience in fixed income and sustainable investing, we now offer a broad range of quantitative fixed income strategies.

Our approach

Our Quant Fixed Income team applies a rules-based approach to investing that is able to exploit the market inefficiencies that exist in fixed income markets. This approach aims to deliver superior risk-adjusted returns and often provides style diversification with traditional active managers. Many clients use quant fixed income strategies as an alternative to passive ones, thanks to their transparent nature, cost efficiency and outperformance potential. Furthermore, their systematic nature bodes well for incorporating various kinds of sustainability objectives across portfolios.

Our research is primarily focused on the maintenance and enhancement of factors and variables, and their combination in quantitative models and portfolio construction algorithms. Furthermore, we focus our research on illiquidity modelling, risk modelling and performance attribution. Our track record began in 1998 with the introduction of our Global Dynamic Duration strategy, making us a pioneer in systematic fixed income solutions.

All research is conducted by our quantitative researchers in collaboration with portfolio managers and analysts who provide practical knowledge and experience in fixed income investing. The main source of information in the research process is academic research. Our Quant Fixed Income team also contributes to the academic literature, with groundbreaking research papers on the existence of factors in corporate bonds and government bonds to name but a few.  

Team

The Quant Fixed Income team is responsible for the portfolio management and research activities of all quantitatively managed fixed income strategies at Robeco. The experienced team consists of around 15 dedicated PMs and researchers, all with strong academic credentials. The team manages eight capabilities in various strategies and numerous customized mandates. It builds on Robeco’s fundamental fixed income expertise in research, execution and sustainability and applies human oversight to identify risks beyond the scope of the quantitative models.  

A lot of knowledge sharing takes places within the Quant Fixed Income team and with other teams such as Quant Equities and the Sustainability Center of Expertise. This includes research ideas, factor and variable definitions, database maintenance, sustainability integration and code development. 

Patrick Houweling - Head of Quant Fixed Income

Patrick Houweling
Head of Quant Fixed Income

“

Thanks to their systematic nature, quantitative fixed income strategies bode well for integrating sustainability targets such as climate or SDGs

Region

All strategies have a global universe but can be customized to focus on a specific region. 

Sub-strategies

Sustainability

Ingredients

01

Research-driven

A true understanding of the topic has been in our DNA since the start

02

Rich heritage

This has been a core expertise for us for decades

03

Systematic

Taking a rules-based approach to investment management

Related topics

share

Let's keep the conversation going

Keep track of fast-moving events in sustainable and quantitative investing, trends and credits with our newsletters.

Stay updated
Robeco

Robeco aims to enable its clients to achieve their financial and sustainability goals by providing superior investment returns and solutions.

Important information
The Robeco Capital Growth Funds have not been registered under the United States Investment Company Act of 1940, as amended, nor or the United States Securities Act of 1933, as amended. None of the shares may be offered or sold, directly or indirectly in the United States or to any U.S. Person (within the meaning of Regulation S promulgated under the Securities Act of 1933, as amended (the “Securities Act”)). Furthermore, Robeco Institutional Asset Management B.V. (Robeco) does not provide investment advisory services, or hold itself out as providing investment advisory services, in the United States or to any U.S. Person (within the meaning of Regulation S promulgated under the Securities Act).
This website is intended for use only by non-U.S. Persons outside of the United States (within the meaning of Regulation S promulgated under the Securities Act who are professional investors, or professional fiduciaries representing such non-U.S. Person investors. By clicking “I Agree” on our website disclaimer and accessing the information on this website, including any subdomain thereof, you are certifying and agreeing to the following: (i) you have read, understood and agree to this disclaimer, (ii) you have informed yourself of any applicable legal restrictions and represent that by accessing the information contained on this website, you are not in violation of, and will not be causing Robeco or any of its affiliated entities or issuers to violate, any applicable laws and, as a result, you are legally authorized to access such information on behalf of yourself and any underlying investment advisory client, (iii) you understand and acknowledge that certain information presented herein relates to securities that have not been registered under the Securities Act, and may be offered or sold only outside the United States and only to, or for the account or benefit of, non-U.S. Persons (within the meaning of Regulation S under the Securities Act), (iv) you are, or are a discretionary investment adviser representing, a non-U.S. Person (within the meaning of Regulation S under the Securities Act) located outside of the United States and (v) you are, or are a discretionary investment adviser representing, a professional non-retail investor.


Access to this website has been limited so that it shall not constitute directed selling efforts (as defined in Regulation S under the Securities Act) in the United States and so that it shall not be deemed to constitute Robeco holding itself out generally to the public in the U.S. as an investment adviser. Nothing contained herein constitutes an offer to sell securities or solicitation of an offer to purchase any securities in any jurisdiction. We reserve the right to deny access to any visitor, including, but not limited to, those visitors with IP addresses residing in the United States. This website has been carefully prepared by Robeco. The information contained in this publication is based upon sources of information believed to be reliable. Robeco is not answerable for the accuracy or completeness of the facts, opinions, expectations and results referred to therein. Whilst every care has been taken in the preparation of this website, we do not accept any responsibility for damage of any kind resulting from incorrect or incomplete information. This website is subject to change without notice. The value of the investments may fluctuate. Past performance is no guarantee of future results. If the currency in which the past performance is displayed differs from the currency of the country in which you reside, then you should be aware that due to exchange rate fluctuations the performance shown may increase or decrease if converted into your local currency. For investment professional use only. Not for use by the general public.