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Bond Markets Are Noisy, Illiquid, and Full of Lag
For most fixed income desks, alpha depends on surfacing pricing discrepancies fast before liquidity disappears. Yet even elite teams are buried in PDFs, delayed data, and siloed risk systems that slow down execution.
Where Fixed Income Breaks Down
Common challenges:
Traders manually reconcile runs, axes, and third-party pricing every morning
Risk metrics (DV01, duration, spread exposure) live in disconnected Excel sheets
Macro inputs like policy minutes or inflation signals don’t tie directly to portfolio sensitivities
Monitoring credit deterioration is reactive, not predictive
Our Solution
We built a fixed income intelligence layer that merges real-time pricing, macro context, and portfolio risk signals into one cohesive pipeline. We deliver outputs to your native environment.
Solution Components:
Live Price Aggregator – Ingest and normalize dealer runs, TRACE, and evaluated pricing
Risk Metrics Engine – Calculate and track DV01, OAS, spread beta, and curve exposure
Macro Signal Tracker – Parse Fed/ECB statements, inflation prints, and macro deltas
Credit Surveillance Agent – Monitor issuer-level changes across remittance, ratings, and sentiment
Use Cases
Morning Prep Automation
Teams get structured runs, key risk metrics, and flagged anomalies before market open.
Spread Risk Monitoring
System tracks credit spread widening across portfolios and flags threshold breaches.
Macro-to-Portfolio Translation
Automatically maps policy shifts to your curve positioning, duration, and sector exposure.
Business Outcomes
Reduced manual pricing cleanup by 90%
Enable real-time curve monitoring across desks
Cut remittance report parsing from 3 hours to 2 minutes