Fixed-income solutions vendor Overbond has launched an AI-driven rich-cheap model to its suite of fixed income analytics, designed to provide buy-side fixed income desks with a quantitative method for extracting alpha, by screening for mispriced fixed income securities. Combining both static and dynamic analysis of multiple factors with AI, Overbond’s rich-cheap model utilises mean-reversion valuation, designed to pre-identify bonds as rich ‘sell’ and cheap ‘purchase’ candidates, based on proprietary Overbond valuation metrics and AI non-linear optimization. The rich-cheap model is offered as an add-on to Overbond’s COBI-Pricing LIVE, which covers fixed income prices, liquidity scores and trading recommendations.
A-Team Insight Briefs
Overbond Launches AI-Driven Fixed Income Model for Rich-Cheap Analysis
Date: 30 November 2021 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Intelligent machine readable news is a powerful tool in the arsenals of trading and investment firms seeking competitive advantage. It turns unstructured data into actionable insight and can be used, for example, to uncover market trends, identify correlations and...
EOSE, a provider of market data solutions, has appointed Dan Marcus as strategic advisor to help support the company’s next stage of development. He joins EOSE’s advisory board that includes KPMG’s asset management advisory team. EOSE was founded in 2018 by Suzanne Lock to help financial institutions commercialise their market data. Clients already on board...
DMS London brings together the European data management community to explore the latest challenges, opportunities and data innovations facing sell side and buy side financial institutions.
In these unprecedented times, a carefully crafted trading infrastructure is crucial for capital markets participants. Yet, the impact of trading regulations on infrastructure can be difficult to manage. The Trading Regulations Handbook 2021 can help. It provides all the essentials you need to know about regulations impacting trading operations, data and technology. A-Team Group’s Trading...