Ai-Price for
Municipal Bonds
Tradeweb's Automated Intelligent Pricing (Ai-Price) is a bond pricing engine across fixed income asset classes to solve the issue of price discovery.
Breaking through to quality price predictions has never been easier.
We've leveraged our position as one of the largest marketplaces for liquidity to develop Ai-Price for Municipal Bonds.
Traditional Municipal Bond Pricing Models:
Attribute-driven
Lack transparency
Subject to interpretation
Slow to react to market adjustments
Broad, reliable intraday municipal pricing feeds unavailable
Tradeweb's Data-Driven Pricing Model:
Combines data from MSRB and Tradeweb's proprietary trading activity
Dynamically predicts at or near traded prices
Predictions enhanced by information from all trade sizes
Model inputs and outputs easily reproduced and explainable
Daily closing, intraday prices and intraday price feeds available
Interested in a free trial?
Fill out the form and a member of our team will reach out to you to start your trial.
©2023 Tradeweb Markets, LLC. All rights reserved.
Our Latest Advancements:
Expanded Training Data Set: Additional institutional-sized trades have been incorporated into the data set, resulting in more robust and accurate price predictions.
Implied Rating Score for Not-Rated Bonds: A new scoring system better clusters high-yield (HY) and investment-grade (IG) bonds, providing clearer insights for traders.
Enhanced Rating Upgrades: If a bond is pre-refunded, updated logic now upgrades its rating score, ensuring more precise pricing predictions.
Qualifications for Yield-to-Worst (YTW) vs. Yield-to-Maturity (YTM) Bonds: New qualifications that impact bid/offer fluctuations above or below par are routinely introduced, allowing for better decision-making.
Calibrated AAA GO Curve: Tradeweb’s calibration and smoothing techniques enable us to accurately identify the spread between retail and institutional trades, empowering traders like you with invaluable information.
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Additional Access: We've added access through Tradeweb Direct and Investortools in addition to existing email tool delivery, API for real-time pricing and end of day snapshot files.