PanAgora > Press > Uncategorized > PanAgora’s Bryan Belton was quoted in Ksenia Galouchko and Justina Lee’s article “Quants Are Netting Record Gains in Treasury Rally. It Can’t Last,” published by Bloomberg.

PanAgora’s Bryan Belton was quoted in Ksenia Galouchko and Justina Lee’s article “Quants Are Netting Record Gains in Treasury Rally. It Can’t Last,” published by Bloomberg.

For quants like PanAgora Asset Management’s Bryan Belton, the possibility of a large slide in bond prices is actually an argument for strategies like risk parity that eschew the traditional 60-40 portfolio weighting scheme. “When everything goes up, diversification is less important,’’ said the director at PanAgora, the professional home of Edward Qian, who coined the term for the investing style. “It is when one of the asset classes experiences a large drawdown that diversification becomes more important.’’