Fixed Income & Quantitative Analytics
Yield curves, credit spreads, and systematic tools for rates markets.
CDS Pairs Dashboard
Cointegration-based pairs trading on CDX.NA.IG names using CreditGrades implied spreads.
โ open EquityStocks Cointegration
Rolling OLS cointegration across equity names mapped from CDX universe with z-score and half-life signals.
โ openBond Analytics
Yield curve construction, key-rate DV01, and multi-model curve fitting across UST and CAD markets.
in development