How Algorithms and Models are Transforming Bond Trading
March 12, 2025 @ 3:00PM ET
Virtual

WEBINAR

About This Webinar

As the municipal bond market continues to evolve, understanding the intricacies of algos and predictive pricing has become crucial for staying ahead. Join Morgan Stanley and SOLVE experts for a discussion shedding light on the latest research, models, and back-testing results that are shaping the future of bond pricing.

 

Discussion Points: 

  • Recent Research and Algos: Insights from Morgan Stanley’s latest report on algorithms and predictive pricing, including unique aspects of their models and trader’s intuition elements.
  • Testing and Back-Testing Results: An overview of back-testing results, highlighting the effectiveness of models using pre-trade data and segmentation of results.
  • Building Your Own Algo: Practical pointers and suggestions for creating your own algorithms, including challenges, costs, and the importance of machine learning and data.
  • Augmenting Trade Data with Quotes Data: Expand the reach of algorithmic pricing models with supplemental anonymized quote databases.

Gain valuable knowledge on predictive pricing, which can significantly impact your pricing strategies and trading decisions. This webinar is a must-watch for buy-side traders, portfolio managers, and anyone involved in the bond market who wants to leverage the power of predictive pricing to gain a competitive edge.

Featuring

Gregg Bienstock
SVP, Group Head, Municipal Markets

Mark Schmidt
CFA, Morgan Stanley, Research

Michael Pellerito
SVP, Credit Strategy & Derived Data

Watch Now:

Download Extra Resources

The SOLVE Overview Factsheet

Save Time, Reduce Risk, Build your Business.

AI and Smarter Pricing Data in Fixed Income

Explore how AI is reshaping Fixed Income markets.

The Power of SOLVE Quotes™ in SOLVE Px™

Increased Accuracy in Predictive Pricing.

Disclaimer

SOLVE offerings are not intended to constitute investment advice, do not seek to value any security, and do not purport to meet the objectives or needs of specific individuals or accounts.