Using Machine Learning to Identify Quant Credit Opportunities and Systematic Credit

In this episode I speak with Giuliana Bordigoni, Director of Specialist Strategies at Man AHL.

In her role, Giuliana oversees the firm’s strategies that require specialist knowledge.  This includes, for example, alternative markets, options trading, credit, and machine learning.

We spend a good deal of time discussing alternative markets, a focus of Giuliana’s in both her current role and her prior as the Head of Alternative Markets.  We discuss the potential benefits and challenges of introducing alternative markets to existing CTA programs, unexpected roadblocks in doing so, and the opportunities that Giuliana is most excited about today.

We also discuss machine learning, which is treated as its own unique class of strategy rather than as a technique, and why Giuliana is so excited about systematic credit today.

I hope you enjoy my conversation with Giuliana Bordigoni.