Skip to content

Credit

4 published documents · Canli Capital research, by Arhan Canli

Bond-ETF NAV dislocation, fallen-angel flow and credit-equity relative value, and the licensed-data boundaries that gate them.

Bond-ETF NAV dislocation — literature and mechanism reviewCorporate-bond ETFs can trade away from their reported net asset value because ETF shares trade continuously while many underlying bonds trade infrequently…
Bond-ETF NAV dislocation — locked no-return source feasibility protocolFailure of any gate is DATA_GATED. Passing does not authorize returns. Thresholds and routes are not modified after collection.
Economic-Trend Sleeve, macro-fundamental trend (campaign): a killed candidateTrend on first-release macro vintages (payrolls, CPI, IP, credit spreads, yields, dollar) driving the 17-ETF basket by a pre-committed economic sign matrix.
Point-in-time cash and collateral financing replayAlphaForge can now accrue explicit cash-credit, margin-debit, and short-collateral rates inside the event-driven backtester.