Ediphy Analytics
Institutional analytics,
on proprietary data.
Model-based pricing and liquidity intelligence built on one of the deepest fixed-income datasets in Europe. Multiple products.
Market context
Data-driven markets, why analytics matter more than ever.
Fixed-income markets are increasingly driven by data releases and macro events. The relationship between market microstructure and information flow is well-documented, and it has direct implications for how analytics tools need to be designed to be genuinely useful to a trading desk.
MACRO CONTEXT
Markets remained hypersensitive to macro news, especially news that lowered the odds of a soft landing.
– BIS Quarterly Review, September 2024
Analytics-assisted research
Context, on demand, without leaving the blotter.
Issuer summaries, sector articles, microsector classification, market highlights, and natural-language queries against the underlying dataset, all generated by Ediphy's analytics layer using LLM-backed pipelines on top of proprietary fixed-income data. A trader, portfolio manager, or risk officer asks a question in plain English; the platform returns a structured answer grounded in real data.
What is Ediphy Analytics
The products,
one data foundation.
Ediphy Analytics is the intelligence layer on top of the Ediphy data platform. The products — fairMid, liveMid, Liquidity Scores, TCA, and eContext — each solve a specific problem on a fixed-income desk.
The analytics products.
Pricing (fairMid, liveMid), liquidity intelligence (Liquidity Scores), execution quality (TCA), and embedded pre-trade context (eContext), each a standalone product, all sharing one data foundation.
fairMid
Independent fair-value price series for bonds and IRS. End-of-day and period marks, TCA- and valuation-grade, suitable for FRTB and fair-value audit work.
INDEPENDENT
liveMid
Streaming independent live mid. Real-time reference for pricing systems, risk engines, and valuation pipelines, full audit trail.
STREAMING · REAL-TIME
Liquidity Scores
Bond-level liquidity classification based on how recently trades of a given notional have occurred.
ISIN · POST-TRADE
TCA
Transaction cost analysis against an independent fair-value reference. Quote-state capture at execution, desk-to-ticket drill-down.
MIFID II · ATTRIBUTION
eContext
Real-time trade context at point of RFQ. Fair-value reference, print history, quote stack, and liquidity score.
RFQ · REAL-TIME
Next step
Speak to the team.
The Analytics stack is most often deployed in combinations, fairMid plus TCA, Liquidity Scores into the OMS, eContext on the trader blotter. The best way to understand the fit is a thirty-minute call where we walk through your current reference data, your best-ex setup, and what a deployment on your stack would look like in practice.