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Fixed Income Relative Value Ideas & Trend Analysis

In April 2022, Catfix Technology acquired the intellectual property of Katana Labs Ltd. from Hilco Valuation Services.

Katana's proprietary technology delivers unique relative value insights for the USD & EUR bond markets. For each market (USD IG, USD HY, USD EM, EUR IG, EUR HY & EUR Government), the platform explores every possible pair and uses an advanced deep learning model to calculate the probability of compression for each pair combination over a set period. 

Cartesian product diagram

The innovative approach consistently uncovered bond pair opportunities that were overlooked by conventional relative value methods and models.

I am currently in the process of meticulously analyzing and documenting all acquired intellectual property for future development, with an eye towards collaboration with potential partners.

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