Quantitative Science—Actively Adding To Fixed Income Decisions

Quantitative vs. active debate? This issue of Franklin Templeton Fixed Income Markets explains how our “active quant” approach sets us apart.
Sponsored by

Data science has delivered a powerful new set of tools to generate excess returns. But algorithms are not enough—they still need the support of human reasoning and experience to withstand noisy financial and economic environments. The Franklin Templeton Fixed Income Group believes that the future of fixed income has already arrived—and it lies in marrying quantitative science with fundamentals-based active management. The team’s economists, analysts, data scientists and portfolio managers push and challenge each other to change what used to be two dimensional process into a four-dimensional chess game.
I agree to share the above data with ISS and the content’s sponsor(s) for the purpose of accessing this content. I understand I may be contacted by ISS or the sponsor(s) in the future. Any emails sent by ISS will include the option to opt out of future communications. Further information is set out in the Privacy Policy of this site.

Subscribe to receive our latest news and events! (Optional)

Subscribe to our daily newsletter for the latest industry news and in-depth reporting