Modern Economics & Management Forum

This paper deeply explores the application of quantitative analysis in the dynamic adjustment of fixed-income bond investment portfolios in the securities field. By expounding the relevant theories of quantitative analysis and fixed-income bond investment portfolios, analyzing their mechanism of action, and evaluating the effects in combination with practical cases, it reveals the importance of quantitative analysis in this field. At the same time, it puts forward countermeasures for the challenges faced during the application process, aiming to provide theoretical and practical references for investors to use quantitative means to optimize their fixed-income bond investment portfolios.