How Can Systematic Fixed Income Add Value for You?

10 September 2024
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Systematic Fixed Income - Uncorrelated Returns and Enhanced Diversification - EN
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      | Director—Systematic Investing and Quantitative Research

      Bernd Wuebben spells out how AB’s systematic fixed-income strategies aim to outperform their benchmarks but with similar volatility. He explains how these strategies can offer low correlation with traditional fixed income, to enhance portfolio diversification and risk-adjusted returns. By leveraging innovative technology and a broader range of factors, they can capture differentiated market signals and help manage downside risk more effectively.

      Past performance, historical and current analyses, and expectations do not guarantee future results.

      The views expressed herein do not constitute research, investment advice or trade recommendations and do not necessarily represent the views of all AB portfolio-management teams. Views are subject to revision over time.


      About the Author

      Bernd Wuebben oversees the Quantitative Research Group for Fixed Income, where he is responsible for developing the quantitative models and methods that are an important aspect of the firm's investment process. Prior to joining AB, Wuebben worked from 2008 to 2018 as a quantitative investment portfolio manager, managing portfolios that invested in liquid traded assets across all major geographic locations and asset classes. His quantitative investment process made heavy use of big data and machine learning. Prior to this, Wuebben worked for 10 years as a macro and relative-value strategist as well as a proprietary trader for major investment banks including Morgan Stanley, Bear Stearns and Deutsche Bank, where he started his career in 1998 as a fixed-income strategist. He holds a BS in mathematics and a BS in physics from Heidelberg University, Germany, and an MS in mathematics and an MS in computer science from Cornell University. Wuebben also passed the doctoral exam in mathematics at Cornell University, where his research focused on the mathematical aspects of superstring theory. Location: New York