Surging Vix would turbocharge Blackstone Credit strategy
The firm’s unique high-yield systematic strategy has outperformed rival iShares ETF by 18% over five years
Blackstone is using the vast trove of data it has gathered as the world’s fourth-biggest private debt manager to enhance its already market-beating systematic credit strategies. The firm is so sure its new approach will work that it is looking forward to the return of volatile, chaotic markets.
The team behind Blackstone Credit’s Systematic Strategies unit has beaten the iShares High-Yield
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Investing
Why do prices jump?
After years of investigation, we still aren’t sure, says Jean-Philippe Bouchaud
How vol eruption blew up Goldman’s rates book
Dealers were short payer skew from corporate and hedge fund flows. Then came the Iran war.
Liquidity on Kalshi, Polymarket ‘too thin’ for institutional use
Patchy trade flows cause outsize market impact for financial events, research from Risk.net shows
The SaaSpocalypse shows private markets need risk models
Investors have little idea how bad the losses in private credit are going to be
SocGen is getting into the systematic equity dispersion game
New single-stock options index is first step to plugging a gap in the bank’s QIS business
UK insurers weigh alternatives to funded reinsurance
Tougher-than-expected PRA capital proposals push insurers to explore new sources of yield
The race to model private market risks
BlackRock maps holdings to risk factors; competitors aim to get the best from statistical methods
Dollar smiles again, but for how long?
Twitchy investors backed the buck during Iran war, but experts are divided on whether this marks a return of the dollar smile
