How Systematic Trading Strategies are Reshaping Fixed Income
As fixed income markets have evolved over the last five years, many firms have increasingly deployed systematic trading strategies. Systematic strategies use algorithms and data-driven models to make bond trading decisions, aiming for consistent alpha and reduced human bias.
With advances in market electronification and data availability, this approach has become more viable across global fixed income sectors. Institutional interest is rising as asset managers adopt these methods to find uncorrelated returns in increasingly transparent markets.
Join our special guest Kevin McPartland of Crisil Coalition Greenwich for an interview with Numerix’s SVP of Marketing & Market Research, Greg Murray, where they will discuss why and how systematic trading has grown in the fixed income markets and where it’s headed.
Hear Kevin’s perspectives on:
- Drivers behind the increase in systematic trading
- New areas of growth and future opportunities
- Separately Managed Accounts (SMA) and their impact
- Retail trading and ETFs
- The roles of market data, technology, and AI
Featured Speakers
Kevin McPartland
Kevin McPartland is the head of market structure and technology research. He has nearly 20 years of capital markets industry experience with deep expertise in market structure, regulation and technology impacting the fixed-income, FX and equity markets.
Prior to joining the Firm, Kevin was with BlackRock, where he was a Director in the Electronic Trading and Market Structure group. Prior to Blackrock, he was a Principal at TABB Group, where he founded and led the firm's fixed-income research practice. Kevin also spent time at J.P.Morgan, UBS and Deutsche Bank in varying capacities.
Kevin has presented at a wide range of industry conferences, is quoted regularly in the financial media and has provided live and taped commentary on various TV and radio outlets. In addition, he provided testimony discussing the Dodd-Frank Act in 2011 to the U.S. Senate’s Banking Committee and three times to the U.S. Commodities and Futures Trading Commission (CFTC), mostly recently in 2015.
Kevin earned a BS in Computer Science from Rensselaer Polytechnic Institute and is currently a member of the advisory board for the M.S. in Quantitative Finance and Risk Analytics program.
Greg Murray
Greg Murray is responsible for increasing awareness of the Numerix brand in financial markets around the globe, as well as conducting strategic industry research for different departments within Numerix. Previously, he oversaw product and field marketing initiatives at the company, and he started his tenure in a sales role. Prior to Numerix, Mr. Murray worked in derivative analytics sales roles at other software firms, and he held derivative trading positions for seven years as an option market-maker and proprietary trader across a variety of asset classes.
