Chacko, George C., Peter A. Hecht, Vincent Dessain, and Anders Sjoman. "Deutsche Bank: Finding Relative Value Trades." Harvard Business School Case 205-059, November ...
Specifically, the size of each box in the chart represents how much of the variation of relative value is explained by each factor. It shows that tenor and time to maturity, trading volume and ...
I believe that my long-term love for maths, science, and problem-solving helps me in my analysis and finding relative value in preferred stocks, bonds, and closed-end funds. - I am part of ...
The RVQB platform integrates QB algorithms and RiskVal trading analytics and aims “to provide traders with real-time control and transparency into their outright and relative value executions.” The ...