Episode Details
| Title | Jeff Rosenburg – The Past, Present, and Future of Systematic Fixed Income (S7E19) |
|---|---|
| Date | 8/18/2025 |
| Podcast | Flirting with Models ↗ |
Key Insights
Bullish:
- 🟢 $DEFENSIVEALPHA - A systematic fixed income strategy that creates a put option-like payoff profile, providing defensive characteristics without directional bias. The strategy relies on market beta factor neutral long-short investing, with dispersion as a key determinant of alpha.
- “We create a put option like payoff profile that makes it defensive without directionality. We'll add one other observation, which is in market beta factor neutral long short investing, the first determinant of alpha is dispersion.” - Jeff (1:14:58)
- 🟢 $ETFLIQUIDITY - 🔒
- 🟢 $SYSTEMATICFI - 🔒
- 🟢 $LLMSENT - 🔒
Bearish:
- 🔻 $TRADFI - 🔒