Trade signing algorithms that rely on quote data, tick data or both have been used extensively to assign a trade as either a buy or a sell. Leveraging the availability of a large panel of signed trade data in the corporate bond market, we explore machine learning methods to uncover a new trade...

Leveraging the availability of a large panel of signed trade data in the corporate bond market,we explore how machine learning methods can be used to improve upon standard tradedirection classification methods in markets in general, both with and without pre-trade transparency.Using the signed...