Quantitative Products
Trumid’s Quantitative Products use data to drive market insights and optimize the trading experience
Understand market pricing, volume and transaction costs through FVMP
Learn moreSave bid/offer using Anonymous Trading on Trumid
Bond Price Lookup FVMP™
Trumid’s FVMP™ service covers approximately 20,000 USD-denominated corporate bonds.
- FVMP is built to predict the next TRACE™ print and updates every 5 minutes
- FVMP includes mid-levels as well as bid-offers and confidence scores
- FVMP is delivered in many ways and displayed in the Trumid application
FVMP Monthly Performance Reports
FVMP is designed to serve as a reliable and objective measure of fair value and achieves best-in-class* performance across the corporate bond universe. Given fluctuating market conditions, we update model performance monthly and share benchmarking results here.
*Based on the IMD & IRD 2024 Award for Best real-time market data initiative.
Publications
Fair Value Model Price Whitepaper
Fair Value Model Price (FVMP)
The Trumid Fair Value Model Price (FVMP) is a statistical price model that incorporates real-time market data and is designed to generate accurate and objective bond prices.
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