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Quantitative Tactics

Fixed Income Analytics (site from 2008)

Pinpointing fixed income
relative value opportunities.

Software-driven analytics for preferred stocks and corporate bonds.

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About

The Quantitative Tactics Fixed Income Lab (QTFIL) pinpoints fixed income and capital structure arbitrage opportunities. QTFIL maintains a database of over 30,000 actively traded preferred stocks and corporate bonds, and over 5,000 common stocks on US and international exchanges, with a wide range of standard and proprietary analytics calculated for each instrument.

QTFIL tracks fixed income portfolios held in brokerage accounts, providing insights into current yields by credit rating or sector, ranking instruments by relative value, and allowing portfolios to be optimized over time for increased returns. The effect of yield curve changes on portfolio value can be simulated to assess resultant risks or rewards.

QTFIL

QTFIL was developed in C# and runs as a Windows Service aconnected to a Python service, with a ASP.NET web interface and a SQL Server back-end. The software is in active use privately. Potential business applications include:

01
Integration into an online brokerage website to give customers a new tool for analyzing fixed income instruments.
02
A trading tool for hedge funds and other entities — hedge funds account for nearly 30% of all bond trading.
03
The basis for a finance portal or paid subscription service focused on fixed income.
Preferred Indexes

Rating Yield 1 Day 1 Week 1 Month
Founder
Harlan Seymour

Harlan Seymour

Harlan Seymour founded Hypercube Inc. in 1994 to develop robotic software to automate tunnel excavation machines with partner Fujita Corp of Japan. Later, Hypercube developed and marketed a line of software GUI toolkits for Microsoft Visual C++ developers. Mr. Seymour sold Hypercube to Dundas Software in 1998.

After working for Dundas, he architected and developed Formatta's E-forms suite consisting of a forms filler, designer and back-end forms server. He then served in software development, management and architect roles at Symantec in the enterprise security area.

Mr. Seymour founded Quantitative Tactics in 2007. He holds an M.S. in Computer Science from UC Berkeley and a B.S. in Physics from the University of Illinois.

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