A quant edge
in credit.
No quant desk.
CQR builds systematic relative-value tooling for investment funds and asset managers. Our flagship platform, the Arbitrage Manager, screens millions of bond pairs directly inside your Bloomberg environment and turns dislocations into ranked, executable trade ideas, at a fraction of the cost of an in-house quant team. Alongside it, the Fund Flows Dashboard measures the real money entering and leaving credit funds, every day.
Three engines. One screen. Every dislocation in your universe, ranked.
The Arbitrage Manager runs natively in Bloomberg BQuant: no infrastructure to deploy, no data licences to negotiate, no integration project. Load a module, press Analyze, trade what ranks.
RV Intra Issuer
Screens any Bloomberg index for same-issuer curve trades. Every eligible bond pair is scored against its own history. Flatteners and steepeners surface automatically, with live axe sizes attached.
CDS Basis
Reconstructs each issuer's full CDS term structure and measures the gap between cash and synthetic credit at every bond's exact point on the curve, filtered so only signals worth a PM's minute survive.
XCCY cross-currency
Compares axed USD offers against axed EUR bids from the same issuer, on a hedged, like-for-like basis. Captures funding-currency dislocations you can actually execute. GBP/EUR is available on the same logic.
Who is putting money into credit, and who is taking it out.
Daily subscriptions and redemptions across EUR, USD and GBP credit funds, measured fund by fund from published AUM and NAV, with the price effect stripped out. Native to Bloomberg BQuant, like everything we build.
Flows, not price moves
Each fund's daily flow is computed net of NAV performance, on consecutive published days only. Data errors are detected and neutralised, and every observation carries an auditable status.
Flows in market context
Daily to yearly aggregates, active funds and ETFs split, IG and HY split, charted against the matching cash bond OAS. Cumulative and seasonality views place demand against its own history.
Who moved the money
Top 10 inflows and outflows for the latest day, the last week and year-to-date: ticker, name, AUM and net flow, heat-mapped, with contributing fund counts on every table.
Built by practitioners, priced for the buy side.
An edge at a fraction of the cost
A systematic RV research capability that would take at least one quant hire to replicate internally. Delivered as a ready-to-run platform, maintained and extended by us.
Native to your Bloomberg terminal
Everything runs inside Bloomberg BQuant. Your positions, prices and axes never leave the terminal: zero infrastructure, zero vendor data feeds, zero compliance friction.
From signal to ticket in one click
Every row in every grid links straight to the relevant Bloomberg function: HS for switches, RV for basis, NIA for cross-currency.
Transparent, auditable methodology
No black box. Every filter, convention and z-score window is documented and user-controlled. Your PMs see exactly why a pair ranks.
See it running on your own universe.
A live walkthrough takes thirty minutes and runs on the indices and issuers your desk actually trades. We also cover the tailor-made programs we co-build with clients.