FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds
Discover how FINCAD Analytics Suite for Excel’s extensive fixed income and curve analytics empower fixed income traders to identify trading opportunities using fundamental analysis in the corporate bond markets.
Corporate bond markets have been volatile in recent months due to rising inflation, rate increases, and heightened credit and liquidity risk. This presents trading opportunities but also makes the need for precise pricing and risk analytics more essential than ever.
In this solution webinar, we focus on fundamental and relative value approaches to pricing corporate bonds in the current landscape. Discover how FINCAD Analytics Suite’s advanced analytics workflows, coupled with integrated model validation, can be applied to formulating quantitative trading strategies.
Mr. O’Connor gives a live demo and covers the following topics:
- Overview of market drivers reinforcing the need for precise fixed income analytics
- Practical scenarios demonstrating the use of rate curves, bond curves and basis adjustments to major indices like SOFR or Treasury curves
- Applying default probability curves to assess bond pricing and identify mispricing opportunities
- Workflows for incorporating yield-to-worst and bond work-outs
- FINCAD Analytics Suite for Developers, and using Python to scale model validation, perform relative value analysis, and conduct strategy back-tests
Featured Speakers
Udi Sela
Udi Sela has been active in foreign exchange derivatives markets for over 25 years. As a senior derivatives trader and trading manager at Citibank and JPMorgan, he developed expertise in derivatives spanning both vanilla and complex FX options. After his trading career, he has led product development, pre-sales and business development functions within a range of financial software vendors. Mr. Sela is currently responsible for product and field marketing at Numerix.
Peter O’Connor
With over 15 years’ experience in the financial services industry, Peter serves as the Product Manager for FINCAD Analytics Suite at Numerix. In this role, he is charged with ensuring that the FINCAD Analytics Suite library is kept current with evolving market practices and client requirements, and ensuring quality enhancements with a focus on roadmap, development standards and managing client satisfaction.
Prior to joining Numerix, Peter held key derivatives pricing and risk analyst roles at leading financial institutions including HSBC and BNY Mellon among others. He attained a MSc in Financial Services from the University of Limerick and is also FRM certified in Risk Management.
