BlackRock’s Rosenberg on Systematic Multi-Strat: Credit Crunch

An episode of the FICC Focus podcast, hosted by Bloomberg Intelligence, titled "BlackRock’s Rosenberg on Systematic Multi-Strat: Credit Crunch" was published on March 28, 2025 and runs 71 minutes.

March 28, 2025 ·71m · FICC Focus

Summary

Factor-driven, trend and pure alpha are among the sleeves within systematic investing that can fuel returns. Jeffrey Rosenberg, managing director and senior portfolio manager for BlackRock Systematic, has spent years identifying and mining such returns. He joins Bloomberg Intelligence’s Noel Hebert on Credit Crunch to discuss the evolution of systematic investing, defensive alpha, the opportunity in high-dispersion markets, the evolving microstructure of credit and BlackRock’s “glass box” approach. That and more in this latest episode. Credit Crunch is part of the FICC Focus podcast series.

Episode Description