Millennium Advisors: Market Volatility highlights need for adaptable fixed income pricing models and mechanisms 

Dylan Blair, global head of USD credit trading at Millennium Advisors, discusses the need for robust and adaptable pricing models and mechanisms for accurately measuring liquidity and risk in fixed income markets. He looks at the value of having a hybrid system that combines quantitative and qualitative methods of pricing liquidity, particularly during spells of elevated market volatility.

In this Trader TV episode, Blair also unpacks some of the major trends he is seeing credit trading over the past 14 months; how he sees exchange traded funds (ETFs) and portfolio trading (PT) playing a role in managing cross-asset costs and risks, and where he sees the biggest innovations and limitations to electronic trading in fixed income emerging.

Link –  https://vimeo.com/1061807248?share=copy#t=0