Bid Tape Optimizer
Select the loans for a bulk bid. Pick a strat and the investor stips; the optimizer maximizes the objective while holding WA rate / LTV / FICO, and shows the tail piece left behind.
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Strat
Maximize balance
Barbell - minimize low-coupon tail
Maximize revenue (best-ex)
Oldest first (age)
WA rate ≥
WA LTV ≤
WA FICO ≥
Channel
All
Wholesale
Correspondent
Retail
Generate tape
Solving MILP...