SOLVE’s Proprietary AI-Driven Municipal Bond Predictive Pricing

The municipal bond market is one of the largest and most diverse segments of the fixed-income market, with over $3.8 trillion in outstanding debt and more than 900,000 active bonds. However, it is also one of the most opaque and illiquid markets, with limited price transparency and wide bid-ask spreads. This poses significant challenges for market participants, such as dealers, traders, portfolio managers, and analysts, who need to assess the fair value of bonds, execute trades, and manage risk.

How can market participants overcome these challenges and gain an edge in the municipal bond market? The answer is SOLVE Px™, an AI-driven platform that accurately predicts the price of the next trade for over 900,000 municipal bonds, regardless of their liquidity. SOLVE Px is a revolutionary solution that leverages SOLVE's unique observable Quotes data, along with reference and trade data, to power AI models that incorporate hundreds of feature inputs to generate size- and side-specific predictive prices. SOLVE Px is an effective data set for front-office municipal fixed-income professionals and can assist in identifying arbitrage opportunities and addressing the common lack of price transparency.

What You Will Learn

In this whitepaper, you will learn how SOLVE Px works and how it can benefit you as a market participant. You will discover:

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The methodology, construction, benchmarking, and back-testing of the AI models that power SOLVE Px
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The data sources and features that are used to generate predictive prices for any municipal fixed-rate bond
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The market applications of SOLVE Px for various market participants, such as dealers, traders, portfolio managers, and analysts
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The depth of the Municipal Bond market covered by SOLVE Px
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To access the whitepaper, please fill out the form and click on the download button. You will receive an email with a link to download the whitepaper in PDF format.

Disclaimer: 

SOLVE offerings are not intended to constitute investment advice, do not seek to value any security, and do not purport to meet the objectives or needs of specific individuals or accounts.