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Optimising a data strategy for bond traders

Data is fundamentally what bond traders use to see the market at any given moment, yet its quality, its type and its value are highly variable. If a buy-side bond desk wants to deliver better execution and even generate alpha for investors, it will need to have a strategy in place to manage data and the picture that it paints so traders can use it effectively.

As traders are very time constrained, asset managers need to consider how they can be given confidence in the data being used, without tying them up.

Daniel Mayston, head of electronic trading and market structure at BlackRock, and Guido Galassi, head of cash and data product management at MTS Markets, discuss best practice in acquiring and using data in fixed income markets, without impeding the traders themselves.