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Fixed Income Relative Value Ideas & Trend Analysis
In April 2022, Catfix Technology secured the intellectual property of Katana Labs Ltd. from Hilco Valuation Services. Katana's proprietary technology delivered valuable insights for bonds in the USD & EUR Investment Grade and High Yield markets. The machine learning models, capable of evaluating every possible bond pair, had forecasted compression with an impressive accuracy rate of 81%. The proprietary neural network model resulted in a median compression of 10 basis points and provided crucial insight into relative value trends and market behavior. The cutting-edge approach consistently revealed bond pair opportunities often missed by conventional models. All of the intellectual property is currently being studied and documented for future development with potential partners.
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