Basis Swap & Custom Basis Enhancement | Weekly Release 4/1/22

Enhancement


[RV Analysis] Added ability to generate different forwards & tails for the same strategy


FreeStyle” has been added under the “Stgy Type” dropdown. This option allows different forward & tail combinations to be generated within the same strategy.


After applying filters, click “Generate Strategies”. RiskVal will populate top performing outright, spread, & butterfly strategies.