需要强调的是,第一,我是真不懂固定受益(Fixed Income);第二,我是真的馋固定受益。 昨天看到PIMCO的Note:“The bond market offers potential forequity-like returns with less volatility and downside risk compared to the stock market, making it valuable for building resilient portfolios”,简直深深地打动了...
Since 1978, we’ve been delivering highly transparent and reliable fixed income outcomes for clients. Institutional Clients 1,000+ Institutional clients across 50 countries 1 Assets Under Management US$1.3T Total fixed income, cash and currency AUM 1 Trading Desk Volume US$1.0T Fixed income tra...
The correlation between stock market and government bond returns was positive through most of the 1900s, but negative in the early 1930s, the late 1950s, and recently. If the trend is sustained, the shift to a negative correlation should... Ilmanen,Antti - 《Journal of Fixed Income》 被引...
As one of the largest market makers in global fixed income and currency markets, we're a reliable partner to many of the world's key financial institutions.
Making the Market: Building Prices in Fixed IncomeMike O'Hara
We are a global team offering a range of active, unconstrained and risk controlled fixed income strategies.
数学不好很正常，其实就算是做S&T和research的也不一定都是数学好的，尤其是S&T，market making和quant...
Open and interoperable solutions for the fixed income market that increase efficiency and reduce risk. Learn how our fixed income solutions empower investors today.
rolling yield=coupon income + rolldown return 2. Type Iclients can use a yield statistic for immunizing their liabilities. WithType II, III, and IVliabilities, a curve duration statistic known as effective duration is needed to estimate interest rate sensitivity. This statistic is calculated using...
Partner with us for comprehensive fixed income portfolio solutions, real-time monitoring, trading ideas, market commentary and bond research.