News & Views

By Sue Gross
 • 
3 weeks ago

BondWave’s newsworthy articles for the month of February: BondWave’s Paul Daley featured in podcast discussing how…Read Full Article

By Sue Gross
 • 
4 weeks ago

The Cost of Uncertainty: What is the cost of uncertainty to bond market investors during significant events related to individual bonds? What about broader macro events like…Read Full Article

By Sue Gross
 • 
2 months ago

BondWave’s newsworthy articles for the month of January: MSRB deploys BondWave QCurves AA yield curves on EMMA….Read Full Article

By Sue Gross
 • 
2 months ago

How Bonds Trade: Studying volume patterns in the equity markets is a common occurrence. Studies of bond trading patterns seem to have been of much less interest to market participants. From a historical perspective, perhaps this is understandable. Until relatively recently there was no data to study. BondWave has begun to study fixed income trading patterns as a means for improving trading decisions.Read Full Article

By Sue Gross
 • 
2 months ago

BondWave announced the deployment of its QCurves™ yield curves on the MSRB’s Electronic Municipal Market Access (EMMA®) website…..Read Full Article

By Sue Gross
 • 
3 months ago

Here is a review of BondWave’s newsworthy articles for the month of December. Bond Buyer article quotes Michael Ruvo on 2019 industry trends for innovation and efficiencies driven by quantitative data science. BondWave 2019 Fixed Income Industry Outlook is included in Chris White’s Friday Newsletter.Read Full Article

By Sue Gross
 • 
3 months ago

A confluence of factors combined during the past year, which together fueled the expansion of the fixed income industry in 2018. Among the most important of these were; rising interest rates; regulatory-driven market structural changes; improved access to data; application of quantitative methods to bond trading; and advances in technology. The catalyst for this growth was the industry’s growing need for greater operating efficiencies in a period of shrinking margins. Read Full Article

By Sue Gross
 • 
4 months ago

Monthly review of BondWave in the news for November 2018 including Paul Daley’s commentary on the impact of mark-up disclosure on trading costs and the launch of BondWave’s Market Calculator.Read Full Article

By Sue Gross
 • 
5 months ago

On May 14, 2018 the Mark-Up Disclosure rule became the law of the land. For the first time brokers became required to put the amount of money they made on fixed income retail trades onto their trade confirmations. BondWave has been measuring daily transaction costs on a post-trade basis since April 2016. Using BondWave’s algorithm, we looked at the trend in retail mark-ups to determine if there has been a noticeable impact since the implementation of the disclosure rule.Read Full Article

By Sue Gross
 • 
5 months ago

BondWave LLC, a leading financial technology firm focused on fixed income solutions, announced today the launch of its Effi™ Market Calculator, powered by their proprietary prevailing market price calculation engine. The Market Calculator leverages BondWave’s proprietary QTrades™ and QCurves™ data and was developed to add an increased level of price confidence before buying, selling or bidding any bond.Read Full Article