Trading Amid Volatility

The video discusses the role of fixed income algorithms in corporate bond markets, highlighting their reliance on quotes rather than transactions. It explores the impact of market structure on trading methods, especially during volatile periods like COVID-19. The discussion covers liquidity and credit quality, emphasizing the role of ETFs in expressing macro views. Client concerns and the development of a robust trading ecosystem are addressed, with a focus on data-driven strategies. The video concludes with insights into how ETFs influence market volatility and trading strategies.

What are the key differences between fixed income algorithms and equity market algorithms?

How did the COVID-19 volatility in March 2020 affect electronic trading in fixed income markets?

What role do fixed income ETFs play in expressing macro views in trading?

Discuss the implications of relying on quotes that are backward looking in fixed income markets.

What concerns do clients have regarding credit quality in the current market environment?