Working in BQNT in Bloomberg
Screening for Success: Unleashing Alpha with BQNT Credit Selection
Curve Mastery: Decoding Credit Risks and Sentiment with Slope
With the utilization of my credit curve screener presented below, a comprehensive examination of distinctive steepening and flattening phenomena in specific credit curves becomes apparent. The inherent benefit lies in the discernment of prospective swap trades encompassing a singular curve, while simultaneously enabling the seamless adjustment up or down the curve, in both single designated tickers or cross-ticker swaps. The advantage here is identifying potential swap trades across the curve and ability to roll up or down the curve on specific tickers or cross-ticker swaps.
Alpha Generation
Designing financial models to analyze credit markets and create yield advantage
Unveiling the Mortgage Maze: Enhancing Trade Opportunities through WALA, LTV, and WAC Analysis
I built the following project to import portfolios and leverage screening fields to identify lucrative trade opportunities. Notably, BQNT facilitates efficient monitoring of asset allocation and size across multiple portfolios, enabling insightful comparisons and the identification of tail positions for strategic selling. Furthermore, by importing mortgage pool data and utilizing relevant prepayment model metrics, I can filter and roughly predict prepayment speeds, while simultaneously analyzing bond liquidity. As a trader/associate PM I can merge existing portfolios with index data to screen for lucrative opportunities beyond the realm of portfolio holdings, thereby expanding the investment universe.
