Quants Claim It’s Their Time to Shine in the Bond Market

Quant Investing Is Slowly Expanding Beyond Stocks And Into Fixed Income Source: Bloomberg The quants are coming for the bond kings. In recent years, quantitative finance has reshaped equity-market investing, with trend-following strategies and risk-parity funds becoming such a force that they’re often seen as responsible for violent swings in stocks. Fixed income, on the…

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Bond Pricing AI White Paper

Over the past two years, we have witnessed profound changes in the fixed income marketplace with counterparties increasingly adopting quantitative investing and liquidity risk monitoring techniques. These include adoption of new methods of analysis such as AI analytics like COBI-Pricing algorithm. Source: Overbond Fixed Income Artificial Intelligence The financial services market is embracing digital processes…

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It’s the 18th Century in Canada Again as Covered Bond Sales Soar

Frederick the Great

Banks Issuing Covered Bonds To Reduce Their Funding Costs In Volatile Markets. Source: Bloomberg Canadian banks are issuing record levels of covered bonds, mortgage-backed debt pioneered in Prussia, helping them to lower funding costs in volatile markets. The country’s lenders have sold 5.75 billion euros ($6.5 billion) of covered bonds this year, up about 50…

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Enterprise AI: Biggest Moments Of Truth In 2019

Big Data/Machine Learning

AI predictive analytics will be omnipresent in capital markets fixed income applications within a short span of time. Early adopters emerge as news leaders and value realization from AI models goes mainstream. Source: Forbes 2018 was a year of reckoning for artificial intelligence (AI), proving that it’s here to stay and will soon be all…

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Overbond solves for SEC N-PORT regulatory requirement with new bond pricing and liquidity risk management automation

Overbond Ltd.

New regulatory requirements to price and monitor liquidity for all bond positions are forcing buy-side users to look for automation as manual reconciliation approach is not feasible. Source: Overbond TORONTO and NEW YORK – January 15, 2019 – Overbond Ltd., the first end-to-end fixed income markets fintech platform for AI predictive analytics, has launched COBI…

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Mifid II encouraging AI boom in fixed income

Mifid II

Mifid II could encourage the growth of artificial intelligence (AI) in financial services, but regulators need to be wary that any rules need to be incentive-based to avoid deterring investment in innovation. Source: IFLR One specific segment of financial services which could benefit most from AI is the fixed income space, which has historically been…

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Bond Issuance AI White Paper

Counterparties are increasingly adopting quantitative investing techniques such as systematic alpha and algorithmic trading, merging of fundamental discretionary and quantitative investment styles, consumption of increasing amounts of alternative data, and adoption of new methods of analysis such as AI analytics like Overbond COBI-Issuance algorithm described in this white paper. Source: Overbond Fixed Income Artificial Intelligence…

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