March 30, 2020
Katana Labs

Market insight

Turbulence hits hard in investment grade corporate bonds

In the turbulence of the past days in the investment grade european corporate bonds universe, the biggest credit spread dislocations that our algorithm has detected are in:

Our model is able to compare all pairs of bonds in a given universe and quickly identify mispricings. When a bond occurs in many pairs it is a clear indication that it is abnormally cheap (or expensive) relative to multiple similar bonds, and so a signal of a possible idiosyncratic event.

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