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.
| ISSUER | PAIR | DIRECTION | Z-SCORE | NET Δ |
|---|---|---|---|---|
| DIAGEO FIN | 37s / 32s | STEEPENER | −3.14 | 18.5 |
| ALPHABET | 34s / 31s | FLATTENER | +3.12 | 23.9 |
| AKZO NOBEL | 33s / 32s | FLATTENER | +2.81 | 31.8 |
| MORGAN STANLEY | 32s / 31s | FLATTENER | +2.79 | 12.6 |
| T-MOBILE US | 37s / 36s | FLATTENER | +2.66 | 12.9 |
| TELENOR | 35s / 35s | FLATTENER | +2.64 | −2.6 |
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.
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.
Maps every eligible bond to its issuer's full CDS curve and flags meaningful dislocations between cash and synthetic credit, filtered so only signals worth a PM's minute survive.
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.
Daily subscriptions and redemptions across EUR, USD and GBP credit funds, measured fund by fund from AUM and NAV, with the price effect stripped out. Native to Bloomberg BQuant, like everything we build.
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.
Daily to yearly aggregates, split active funds vs ETFs and IG vs HY, charted against the matching cash bond OAS. Cumulative and year-over-year views show where demand stands versus history.
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.
A systematic RV research capability that would take a quant hire - at least - to replicate internally. Delivered as a ready-to-run platform, maintained and extended by us.
Runs inside Bloomberg BQuant platform. Your positions, prices and axes never leave the terminal. Zero infrastructure, zero vendor data feeds, zero compliance friction, zero data consumption.
Every row in every grid links straight to the relevant Bloomberg function: HS for switches, RV for basis, NIA for cross-currency
No black box. Every filter, convention and z-score window is documented and user-controlled. Your PMs see exactly why a pair ranks
We'll walk your desk through a live session on the indices and issuers you actually trade and discuss the tailor-made programs we co-build with clients.