Fixed income
Trade-price grids, RFQ outcomes, spread moves, and liquidity events.
LEMs turns your event history and adjacent signals into calibrated, bounded forecasts—so consequential decisions begin with an answer you can inspect.
Start with a financial scenario. LEMs sends only a bounded output instruction to the model, so every answer is one of the outcomes you explicitly permit.
Traditional language-model answers can be eloquent but operationally ambiguous. LEMs requires an outcome specification before prediction: named categories, an integer lattice, or a precisely formatted price grid.
The context packet cleanly separates direct historical analogues from adjacent evidence. Every event carries both when it happened and when it became knowable to prevent accidental look-ahead.
Download JSON Schema ↓Trade-price grids, RFQ outcomes, spread moves, and liquidity events.
Macro releases, credit actions, index changes, and regime transitions.
Election and sports forecasts with explicit evidence provenance.