Jeff Rosenberg - The Past, Present, and Future of Systematic Fixed Income (S7E19)

In this episode, Corey Hoffstein chats with Jeff Rosenberg about his career in quant fixed income, its evolution, and the impact of financial crises on strategies. Jeff discusses the shift from sell-side to buy-side roles, systematic innovations post-2008, and BlackRock's approach. They cover factor investing in credit, signal categorization, and AI's influence on new signals. Jeff shares insights on achieving pure alpha, managing factor exposures, and ETFs' impact on liquidity.