Riti Samanta, co-head of North America fixed income and systematic fixed income portfolio manager, at Russell Investments discusses the impact that market uncertainty is having on fixed income markets and what liquidity signals her buy-side desk is paying close attention to as part of its systematic strategies.

In this episode, she looks at how her team is trying to deliver alpha and relative value, using quantitative strategies and in a tight credit spread environment.

Samanta also unpacks how Russell Investments measures implementation costs versus alpha; she looks at the necessary trade-offs to consider, and unpacks how technology can be used to optimize trading and investment strategies.  Finally, the North American head outlines one piece of advice she would offer traders trying to operate in the current headline-driven and market-sensitive environment.

Vimeo – https://vimeo.com/1064039886?share=copy#t=0