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Bond Futures Explained: From DV01 to the Cheapest to Deliver
Read more: Bond Futures Explained: From DV01 to the Cheapest to DeliverBond futures, conversion factors, cheapest to deliver bonds. Let’s unpack some terrifying-looking equations into simple high-school mathematics. Ever wondered where…
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Can I Use Xero for Swiss Accounts?
Read more: Can I Use Xero for Swiss Accounts?Using ChatGPT and my own knowledge I work out how to use Xero accounting for a Swiss legal entity. Background…
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Mechanics of An Easy Swaps Pricer
Read more: Mechanics of An Easy Swaps PricerSwap pricing is just daily compounding. Calculate a daily index from SOFR fixings and day counts, and every term rate…
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Are LLMs Good for Ad-hoc Reporting on Financial Data?
Read more: Are LLMs Good for Ad-hoc Reporting on Financial Data?Report writing software tools generally end up being used not by end-users but by IT support staff. LLMs offer the…
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Mechanics and Definitions of DV01 in Derivatives
Read more: Mechanics and Definitions of DV01 in DerivativesDV01 is equal to Notional × 0.01 % × Day Count × Discount Factor – a formula that applies to…
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Euronext ClearSim – A first look at the new tool
Read more: Euronext ClearSim – A first look at the new toolI take a look at Euronext’s ClearSim margin simulation tool. How easy is it to use for Futures? What’s good,…
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Surfacing New Repo Data
Read more: Surfacing New Repo DataAI finds new repo data; leaves it to the market professionals to make sense of it! The Repo Rabbit Hole…
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Can AI Eat My Job?
Read more: Can AI Eat My Job?AI is brilliant at summarising – but not yet at discovering. Want to know how good AI is with financial…
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The Ryder Cup of Repo
Read more: The Ryder Cup of RepoEurope can only win the Repo Cup by turning the AI playbook onto SFTR to create market data that is…
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Evaluating AI Models for Real-World Tasks
Read more: Evaluating AI Models for Real-World TasksGDPval is a new benchmark from OpenAI that evaluates AI models for economically valuable real-world tasks. In this article I…
