Robeco tests credit tool built in Bloomberg’s Python platform
This follows the asset manager’s participation in Bloomberg’s Code Crunch hackathon in Singapore, alongside other firms including LGT Investment Bank and university students.
Dutch asset manager Robeco is currently testing a credit cross-currency relative-value tool it built using BQuant, Bloomberg’s Python-based data science and analytics platform.
The offering, which seeks to generate alpha by exploiting cross-currency spread differentials between bonds issued by the same issuer in different currencies, was built during Bloomberg’s first Code Crunch Hackathon in Singapore, which concluded in October.
The Robeco team, represented by Randall Ho, credit analyst, and
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