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

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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

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

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In all cases where historical performance is presented, please note that past performance is not a reliable indicator of future results and should not be relied upon as the basis for making an investment decision. Investors may not get back the amount originally invested. Neither Robeco Institutional Asset Management B.V. nor any of its affiliates guarantees the performance or the future returns of any investments. 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. Robeco Institutional Asset Management B.V. (“Robeco”) expressly prohibits any redistribution of the Information without the prior written consent of Robeco. The Information is not intended for distribution to, or use by, any person or entity in any jurisdiction or country where such distribution or use is contrary to law, rule or regulation. Certain information contained in the Information includes calculations or figures that have been prepared internally and have not been audited or verified by a third party. Use of different methods for preparing, calculating or presenting information may lead to different results. Robeco Institutional Asset Management B.V. is authorised as a manager of UCITS and AIFs by the Netherlands Authority for the Financial Markets and subject to limited regulation in the UK by the Financial Conduct Authority. Details about the extent of our regulation by the Financial Conduct Authority are available from us on request.