INSIGHTS
MAY 28, 2025
Machine Learning Applications in MBS Prepayment Modeling
Exploring how advanced ML techniques are revolutionizing prepayment predictions in the mortgage-backed securities market.
Research & insights.
Stay informed with our latest research, market analysis, and thought leadership in quantitative finance.
INSIGHTS
MAY 15, 2025
Interest Rate Volatility and Portfolio Optimization
Analyzing the impact of changing interest rate environments on structured finance portfolios and optimization strategies.
INSIGHTS
APRIL 22, 2025
The Future of Algorithmic Trading in Fixed Income
Our perspective on emerging trends and technologies shaping the future of algorithmic trading in bond markets.
INSIGHTS
APRIL 8, 2025
Risk Management in Structured Finance
Comprehensive approaches to managing risk in complex structured finance instruments and portfolios.
INSIGHTS
MARCH 18, 2025
Quantitative Methods in Credit Analysis
Advanced statistical techniques for credit risk assessment and modeling in mortgage-backed securities.
INSIGHTS
FEBRUARY 25, 2025
Market Microstructure and Execution Algorithms
Understanding market dynamics and optimizing execution strategies for institutional trading.