In 1997, while working as a fixed income fund manager at Schroders, Richard Conyers used his knowledge of mathematics and computing to design a quantitative interest rate model for investing in fixed income. It took him long of bonds throughout the 1998 bull market and short during the 1999 bear market.
During this period, Conyers used the investment discretion he was allowed as a director to follow the trading signals from the model on his largest account.
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