Speaker
György Ottucsák
Description
Government bond trading is going through unprecedented change today, the role of traditional (mostly voice broking) bond trading model is decreasing due to the electrification of the markets.
The electrification means more reliable and good quality data that give a solid foundation to the application of advanced statistical approaches.
Our aim is to highlight applications in bond trading from pricing to order execution through alpha signal generation where machine learning techniques offer improvements.
Title
Machine Learning in Government Bond Trading
| authors | György Ottucsák |
|---|---|
| affiliation | Morgan Stanley |
