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.
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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