bond goggles

integrated with Bloomberg B-PIPE
  • Factor analysis of bond OAS
  • Reproducible live bond portfolios
  • Live bond “momentum" analysis
  • Forward breakeven inflation
  • beta-hedged breakeven P&L
  • Energy hedge of breakeven inflation
  • Issuance calendars
  • Issuance-aware bond futures
  • Powerful hedging tools
  • Hedged trade performance monitor

bond portfolio laboratory

  • Selecting & fitting yield curve model
  • Library of alpha strategies
  • Alpha vs. collection of risk premia
  • Investing portfolios
  • Market-making portfolios
  • Value-driven strategies
  • Momentum-driven strategies

bond goggles quoter

  • Leans away from inventory – target
  • Collects or avoids selected risk premia
  • Book steered from liquid pillars
  • “Handed” hedging
  • Post-trading, adjusts for “impact”

auroralib

Full suite of rates analytics in C++

We're all about bonds

If you need better analytics than your dealer, you've come to the right place: Bond Goggles' algorithms will help you pick the best bond trades. If it's a government bond ETF you want to build, our Bond Portfolio Lab will help you craft an algorithmic strategy, backtest it and execute it. If you want to prototype it all on spreadsheet, we've got the addins you'll need. If you're wondering what day in the past 20 years the bond market most felt to our models like today's, ask for our proprietary BOND FACTOR SPECTRAL analysis. And if you want to make markets in government bonds, ours is the only software on the market that can do that too. Algorithmically, of course. Contact us and we'll tell you how.