Artificial Intelligence (AI) is rapidly transforming financial markets. Algorithms are used more frequently to analyse vast datasets in real time, and identifying patterns and trends that human analysts may overlook.

This enables faster, more informed decision-making when trading, creating investment strategies, and overseeing risk management.

AI can often enhance the accuracy of pricing models by factoring in complex variables such as market sentiment, geopolitical events, and other macroeconomic indicators which traditional models may overlook.

At TraditionData, we have recently launched two swaptions surfaces for CHF SARON and CAD CORRA, powered by data science. We generate prices using our own proprietary volatility models, coupled with the latest advances in machine learning, to create volatility surfaces for these illiquid markets with sparse data.

At DKF Stockholm, Ian Sams (Head of Product, EMEA) will be discussing these data science products as part of the panel: “How AI is Transforming Market Data Administration: Current Experiences and Future Outlook.” We look forward to seeing you there and answering your questions about how we are embracing the power of data science at TraditionData.

CAD-CORRA
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