Man Numeric's Kamenski, Lam on Systematic Credit Evolution: Credit Crunch
An episode of the FICC Focus podcast, hosted by Bloomberg Intelligence, titled "Man Numeric's Kamenski, Lam on Systematic Credit Evolution: Credit Crunch" was published on September 28, 2023 and runs 61 minutes.
September 28, 2023 ·61m · FICC Focus
Summary
“Your optimized portfolio isn't optimal if you can't trade it.” Paul Kamenski and Robert Lam, co-heads of credit for Man Numeric, join Noel Hebert and Sam Geier of Bloomberg Intelligence on the Credit Crunch podcast to talk about the evolution and outlook for systematic credit. Trade automation, training models and why systemic credit is still in it's early stages of growth. Credit Crunch is part of the FICC Focus podcast series.
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