Webinar: Algos and Models
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.
Fill out the form to access the on-demand recording >>
Webinar Speakers
Gregg Bienstock
SVP, Group Head, Municipal Markets
Mark Schmidt
CFA, Morgan Stanley, Research
Michael Pellerito
SVP, Credit Strategy & Derived Data
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About SOLVE
SOLVE is the leading market data platform provider for fixed-income securities, trusted by sophisticated buy-side and sell-side firms worldwide. Founded in 2011, SOLVE leverages its AI-driven technology and deep industry expertise to offer unparalleled transparency into markets, reduce risk, and save hundreds of hours across front-office workflows. With the largest real-time datasets for Securitized Products, Municipal Bonds, Corporate Bonds, Syndicated Bank Loans, Convertible Bonds, CDS, and Private Credit, SOLVE empowers clients to transform the way they bring new securities to market, trade on secondary markets, and value highly illiquid securities. Headquartered in Connecticut, with offices across the globe, SOLVE is the definitive source for market pricing in fixed-income markets.
