Michael Pyatski advises MBS traders, portfolio managers, quants, risk managers, loan originators, and technology professionals on making informed, data-driven business decisions that drive revenue growth, enhance risk management, and reduce trading costs.

With more than 15 years of experience as an Agency RMBS trader—including serving as Head of the Proprietary Trading Desk at BNP Paribas—Michael developed and successfully implemented relative-value, data-driven profitable trading strategies to capture market opportunities embedded in data but not fully priced by the market. His trading experience, combined with a Ph.D. in econometrics, led him to found the Data-Driven Portal (https://datadrivenportal.com/), a platform that provides advanced technology for MBS trading and risk management.

The platform’s No-Model Data-Driven technology leverages big data, econometric analysis, and AI to help traders identify relative-value opportunities in RMBS markets and generate above-market, risk-adjusted returns.

-- Michael Pyatski

All posts by Michael Pyatski

Current Second Lien Balance: A New, Material and Significant Data Field for MBS Investors

Housing

Discover how Experian’s Mortgage Loan Performance dataset reveals current second lien balances that materially impact MBS prepayment speeds, CLTV accuracy, and call protection. Learn why this new loan-level data meets the New, Material, and Significant criteria to move agency MBS markets and improve investor modeling precision.

Published: March 9, 2026 by Michael Pyatski, Perry DeFelice, Angad Paintal
Read More about Current Second Lien Balance: A New, Material and Significant Data Field for MBS Investors

Freddie Mac Loan-Level Directed Collateral (LLDC) and Experian MLP: Refining Loan-Level Analytics for the MBS Market

Housing

Discover how Freddie Mac’s LLDC and Experian’s MLP dataset are revolutionizing MBS analytics with real-time loan-level data. Learn how enhanced borrower and property insights improve pricing, reduce risk, and unlock new investment strategies in mortgage-backed securities.

Published: January 12, 2026 by Perry DeFelice, Angad Paintal, Michael Pyatski
Read More about Freddie Mac Loan-Level Directed Collateral (LLDC) and Experian MLP: Refining Loan-Level Analytics for the MBS Market

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