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

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