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Machine Learning Methods for Market-Making and Execution in Fixed Income

52.00 mins
Professor Edith Mandel
Thu 21 Sep 2023

The pandemic era brought significant growth to electronic trading in Fixed Income, and the need for Machine Learning applications is snowballing. In this talk we will describe how ML models are used in RFQ trading driven by algorithms, market-making in government bonds, interest rate swaps and optimal execution of liquid rates products.