According to The Securities Industry and Financial Markets Association (SIFMA), as of 2017, the U.S. bond market’s average daily trading volume has reached $815Bn. This is a large, global market with a deluge of bonds that could be integrated into fixed income portfolio strategies, but the evaluation process can be largely unautomated and may not be integrated into the trade execution workflow. However, despite this increased volume of electronic fixed income data, it is still difficult for portfolio managers to filter through the data available to make the best use of the electrification and make the most strategic fixed income product recommendations.
Synechron’s Cognitive Machine Learning Accelerator focused on Product Recommendations for Fixed Income draws on historical bond trading data to uncover patterns and then recommend bonds that have similar attributes preferred by a particular trader. The engine pulls in, catalogues and analyzes historical Trade Reporting Compliance Engine (TRACE) data and can expand to include other data sets like The Markets in Financial Instruments Directive II (MiFID II) post-trade best execution data to enhance global, real-time portfolio management and trade decisioning.
Intelligent portfolio management for fixed income products:
To learn more about our Artificial Intelligence solutions for Cognitive Machine Learning and the work we’re doing email us at firstname.lastname@example.org
How we are innovating
Forecast values for the current day and computing the liquidity coverage ratio using historical, high-quality liquid assets, inflow, outflow and net cash flows.Read More