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Bond Roll Enhancement | Weekly Release 12/01/2023

[RV Analysis] Added the ability to filter by the correlation

The RV Analysis has been further enhanced to support regression analysis. Traders can enter the curve benchmark next to the "Curve" field. Once you have a benchmark, traders can enter the correlation filter. RV Analysis will then find the best strategies using the regression analysis filters.

In the screenshot below, see the strategies with the correlation of 80% or less to the 2/30 curve.


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