I got extensive experience on algo trading for cash equity, FX, so just wondering any algo strategy popular for vanilla bond trading?

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    $\begingroup$ High-frequency arbitrage still works on some exchanges, due to the illiquidity and latency of market makers, but don't look at the US. Aside from "technical" solutions, one of the standard "quantitative" approaches is three-steps: (1) plot the Z-spread/OAS curve and look for expensive vs. cheap cash (e.g. weird shapes and/or no monotonicity); (2) analyze the time series of both the expensive and the cheap cash to assess whether a historical equilibrium is now temporarily broken; (3) realize how hard is to go short and hedge with some proxy futures instead ;) $\endgroup$ – Lisa Ann Jun 6 at 9:40

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