Amundi puts a Darwinian spin on bond portfolio rebalancing

‘Genetic’ algorithm picks bonds to buy or sell from quadrillions of possible combinations


Quants at Amundi Asset Management are using the principles of Darwinian natural selection to smooth the rebalancing of bond tracker portfolios.

The asset manager’s new ‘genetic’ algorithm helps portfolio managers convert subscription or redemption requests in corporate bond funds into workable trades within seconds, dramatically speeding up a task that previously could take several hours.

Passive funds track indexes containing thousands of bonds, each with minimum trade sizes and idiosyncratic

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