How to find mis pricing of SGBs, G-Secs

Bonds
1

Hi all,
Is there way I can fetch best bid/ask data for specific bonds (Active SGBs, G-secs) in real time and look for opportunities where YTM is greater than original YTM for that instrument or if there is a huge discount on these Securities.

What would be the best method to automate this? Any existing application which meets this requirement ?

Thanks!

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2

@unofficed : Can any automated report for this be generated?

3

There is no discount. He is not cross-checking the fact of Duration Risk.

He must have noticed during the last week when we had JPY monetary policy as well as fed talk. Its normal in bond market…

Forget Hedge Funds, due to the current remote working boom and indipreneur ecosystem even smaller players have sophisticated strategies to play out these arbitrages with ease.

2 Likes
4

Okay Thank you. Understood. Thank you for the insight.

5

Read more if you want → Duration Risk - Longterm Bond vs Shortterm Bond - Unofficed

6

The liquidity is too low for any retail investor to take advantage from a mis pricing.

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