ABOUT R&D LABS

Welcome to Overbond R&D Labs!

Overbond R&D Labs has one of the deepest vertical data tacks of traditional and alternative data sets in the world for fixed income capital markets AI modeling. We work on advanced AI applications for bond pricing, price momentum, liquidity scoring, fundamental analysis and modelling the shape of yield curves.



Overbond R&D Labs is part of accelerator fintech partnership with four leading Canadian universities - University of Montreal, HEC Montreal, Concordia University and Queen's University. We are also a proud member of the Institute of Data Valorization (IVADO) in the Montreal MILA cluster.



IVADO is a Quebec-wide collaborative institute specializing in digital intelligence focused on transforming new scientific discoveries into concrete applications. Located in the heart of Quebec's ecosystem, Mila is a community of 450 researchers with a background in machine learning and dedicated to scientific excellence and innovation.



The stability of Montreal's financial market, the power of its economic network and pool of talent in its AI community, offers Overbond the perfect place to pursue cutting edge projects. An important area of research and applications in capital markets that we've involved in is the accurate prediction of bond prices with advanced AI. Overbond R&D Labs is comprised of a carefully selected and highly-talented team of master's doctoral and post-doctoral fellows - the brightest and best in their field.



Like what you've heard so far? Explore our work.

OUR WORK

Overbond R&D Labs create advanced models and AI capabilities to help reduce development and research costs for our clients which are global buy-side institutions and corporate and government issuers.

All our advanced algorithmic output such as bond price momentum recommendations pre-trade ideas, pricing, tension signals and buyer preference monitoring are made available through Overbond's cloud accessible platform. Our R&D Labs also offer a rapid prototyping environment as well as data cleansing and normalization layer so clients can drive meaningful AI modeling results without lengthy data sourcing and structuring IT integration projects.


Our projects have the potential to revolutionize fixed-income trading and portfolio construction, making the lives of traders easier. The analysis and research we do is focused on digitizing the trading process by automating pricing and trading workflows for global investment grade bonds. Both sell side dealers and buy side asset managers are increasingly relying on AI applications to price fixed income securities in live trading and automate part of their daily workflows.

Our work will enhance the tools traders have at their disposal to assist them in making more informed trading decisions, faster with more precision. This helps them free up time and resources to allocate to other value-add market monitoring and research activities.

R&D projects snapshot

Our team specializes in three main areas of research for predicting future prices and yield curves:

  • Yield curve dynamics and price momentum
  • Yield curve shape and non-linear methods, and;
  • Liquidity and information effects

Within each of these research areas we have three project functions:

Feature Engineering

Feature Engineering

This involves designing sound features such as covariates to encompass material predictive power and determine the shape of yield curves. The effects required to capture various explanatory variables are determined. These include momentum, market volatility, liquidity, equity market signals, correlations between various segments of curve, and macroeconomic situation.

Artificial Intelligence Learning Methods

Artificial Intelligence Learning Methods

We use a set of covariates to construct a performance predictive machine learning algorithm to forecast yield curves. Various statistical and AI learning methods such as linear models, random forests, neural networks, support vector machines are then rigrously tested.

Time Series Dynamics Assessment

Time Series Dynamics
Assessment

The final step in our research process. It involves modeling the time evolution of covariates. Time series models are applied to make forecasts about the value of covriates in the near future. These are then used to perform bond price forecasting using predictive analytics algorithms.

Feature Engineering

Feature Engineering

This involves designing sound features such as covariates to encompass material predictive power and determine the shape of yield curves. The effects required to capture various explanatory variables are determined. These include momentum, market volatility, liquidity, equity market signals, correlations between various segments of curve, and macroeconomic situation.

Artificial Intelligence Learning Methods

Artificial Intelligence Learning Methods

We use a set of covariates to construct a performance predictive machine learning algorithm to forecast yield curves. Various statistical and AI learning methods such as linear models, random forests, neural networks, support vector machines are then rigrously tested.

Time Series Dynamics Assessment

Time Series Dynamics Assessment

The final step in our research process. It involves modeling the time evolution of covariates. Time series models are applied to make forecasts about the value of covriates in the near future. These are then used to perform bond price forecasting using predictive analytics algorithms.

Interested in our work? Join our team.

JOIN OUR TEAM

Overbond R&D Labs are staffed with more than 30 master's, doctoral and post-doctoral fellows from HEC Montreal, Concordia University and Queen's University. Want to join us?

We are always looking for dynamic, motivated and high-performing individuals. We value sharp minds, integrity, collaboration, and diversity. 

Our team specializes in advanced AI applications for bond pricing, price momentum, liquidity scoring, fundamental analysis and modelling the shape of yield curves. If you want to build your research skills, are motivated by a challenge, love being on the cutting-edge technology, and are an expert in the field, we want to hear from you!

Check out our current opportunities:

R&D - Product and Project Manager

In this critical role, you will be responsible for developing and delivering projects on several strategic initiatives as well as impacting tactical decision-making across all functional areas of R&D Labs. Key responsibilities include helping to establish the direction, coordination, implementation and tracking/reporting of multiple key projects. The ideal candidate combines outstanding project management acumen, process development and communication skills.

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Post-Doctoral (Artificial Intelligence in Finance)

This position offers a unique opportunity to build creative solutions for complex problems using cutting edge technology and AI research. You will be in charge of the architecture, integration and analysis of large data sets used for developing machine learning models and generating business insights. We are seeking candidates who are excited about utilizing the latest statistical, machine learning, and predictive analytics techniques to transform unstructured data to usable insights and tools for our clients.

See Full Job PostingRight arrow black



Didn't find what you were looking for? View all Overbond's open positions.


R&D - Product and Project Manager

In this critical role, you will be responsible for developing and delivering projects on several strategic initiatives as well as impacting tactical decision-making across all functional areas of R&D Labs. Key responsibilities include helping to establish the direction, coordination, implementation and tracking/reporting of multiple key projects. The ideal candidate combines outstanding project management acumen, process development and communication skills.

See Full Job PostingRight arrow black


Post-Doctoral (Artificial Intelligence in Finance)

This position offers a unique opportunity to build creative solutions for complex problems using cutting edge technology and AI research. You will be in charge of the architecture, integration and analysis of large data sets used for developing machine learning models and generating business insights. We are seeking candidates who are excited about utilizing the latest statistical, machine learning, and predictive analytics techniques to transform unstructured data to usable insights and tools for our clients.

See Full Job PostingRight arrow black

NEWS ABOUT OVERBOND R&D LABS

View our media releases to find out more about Overbond R&D Labs and our work:


Overbond Develops First-To-Market Algorithm That Predicts Future Bond Prices.

Montreal, Toronto, New York - October 5, 2020 - Overbond Ltd., a fixed income analytics solution provider, today announces it has developed an AI Algorithm that predicts future bond prices one to five days in advance, and as a result has the potential to revolutionize trading and portfolio construction. This technical breakthrough was created in Overbond's R&D Labs in association with three leading Canadian universities - HEC Montreal, Concordia University and Queen's University.

Read Full Release Right arrow black


Overbond Opens R&D Labs in Montreal

Montreal, Toronto, New York - August 15, 2019 - Overbond Ltd., a fixed income capital markets fintech for AI predictive analytics, today announces the opening of its Montreal-based R&D Labs as well as a partnership with HEC Montreal, Concordia University and the Institute for Data Valorization (IVADO). Overbond R&D Labs is a new member of the accelerator Fintech Station and larger venture community hub Espace CDPQ.

Read Full Release Right arrow black


Overbond Develops First-To-Market Algorithm That Predicts Future Bond Prices.

Montreal, Toronto, New York - October 5, 2020 - Overbond Ltd., a fixed income analytics solution provider, today announces it has developed an AI Algorithm that predicts future bond prices one to five days in advance, and as a result has the potential to revolutionize trading and portfolio construction. This technical breakthrough was created in Overbond's R&D Labs in association with three leading Canadian universities - HEC Montreal, Concordia University and Queen's University.

Read Full Release Right arrow black


Overbond Opens R&D Labs in Montreal

Montreal, Toronto, New York - August 15, 2019 - Overbond Ltd., a fixed income capital markets fintech for AI predictive analytics, today announces the opening of its Montreal-based R&D Labs as well as a partnership with HEC Montreal, Concordia University and the Institute for Data Valorization (IVADO). Overbond R&D Labs is a new member of the accelerator Fintech Station and larger venture community hub Espace CDPQ.

Read Full Release Right arrow black

GET IN TOUCH

We would love to hear from you.

Email us at info@overbond.com

Or call 1 416 559 7101

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Phone: +1 416.559.7101

E-mail: info@overbond.com


40 Gracechurch St
London EC3V 0BT

20 Richmond St E, Suite 600
Toronto ON M5C 2R9



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