Bond Roll & Forward Swap Matrix Enhancement | Weekly Release 8/12/22

Enhancement


[RV Analysis] Added regression weekly change as “Weight” option


RiskVal added regression weekly change as a weighting option under the RVAnalysis.

From the “Weight” dropdown, traders can select “Reg(weeklyChg)” and then hit “Generate Strategies” to populate top spread & bfly strategies.

Based on filters applied in the upper part of the popup – “Bond Settings” & “Strategy Settings” RiskVal will populate top performing flattening/steepening spread & long/short butterfly strategies.

Note: Traders can open RVAnalysis from “Analysis”- “RVAnalysis” dropdown