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Enter the matrix

January 27, 2021

One of the comments to my previous post was “how could we offer better prediction systems to allow traders to see possible outcomes before they happen”. True, we may not be able to predict outcomes with 100% accuracy, but we are already close.

The fact is that, at valantic FSA, we are already applying Machine Learning in parts of our trading platforms. Just be clear though, our aim is not to replace the trader but to make them more productive and deliver better execution outcomes to their clients. So, for example, we can guide the trader by predicting the best action to take on particular client requests. We use the historical RFQ’s, trade data, combined with a “client behaviour matrix. On top of this, we layer a range of “what if” simulation features to help in the guidance.

We think this is a really exciting area and one that addresses Fixed income markets as they are today and how they will be tomorrow. 

#trading#machinelearning#fixedincome

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