Sudar Purushothaman

Foundation Credit

745 5th Ave

Suite 1410

New York, NY 10151

United States

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Scholarly Papers (1)

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Systematic Pricing and Trading of Municipal Bonds

The Journal of Financial Data Science 4.1 (2022). © [2022] PMR. All rights reserved.
Posted: 09 Aug 2021 Last Revised: 22 Nov 2021
Petter N. Kolm and Sudar Purushothaman
New York University (NYU) - Courant Institute of Mathematical Sciences and Foundation Credit

Abstract:

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Algorithmic trading, Factor models, Fixed income, Machine learning, Municipal bonds, Pricing models, Relative value, Systematic trading