Bond Roll Enhancement | Weekly Release 1/3/20

Enhanced RV Analysis which now organizes a subset of long vs. short relative value trading strategies based on the optimal Total Return, calculated as the sum of Expected Return and Carry + Rolldown

To give the traders a more complete view, a Total Return column and tab was added.

This column is the sum of the Expected Return and the Yield Carry and Roll. If traders select a measure using ASW, the Total Return will show the sum of the Expected Return and the ASW Carry and Rolldown.

  • LinkedIn - Black Circle
  • Twitter - Black Circle

RiskVal Financial Solutions, LLC, is a global supplier of SaaS for trading strategies, risk management, and portfolio management. RiskVal provides software such as analytics and trading systems in fixed-income, credit derivative, equity, foreign exchange, and derivative securities.

Copyright © 2020 RiskVal Financial Solutions, LLC. All rights reserved.