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Fed Fund Simulation Enhancement | Weekly Release 12/02/22

Enhancement: Added another layer of calculating the simulation path by averaging existing paths with weighting


In the lower left part of the Fed Fund Simulation sheet traders can find Simulation path table where they can enter & analyze different scenarios.

In this week’s release, RiskVal added “Prob(%)” row to allow traders to enter a percentage for each Central Bank scenario.


Any adjustment in the “Prob (%)” row will apply to the newly added Weighted Average Path “Wght Avg Path” column under CB, Inferred Future & Future Rich/Cheap tabs.

RiskVal calculates Weighted Average Path as sum of all entered “CBPath #” x “Prob (%)” for each path.


To save all entered paths, traders can click on “Edit” – “Save Data”.


In the Screenshot below, see how the “Prob(%)” is overwritten to show the weight of each simulation path for the “Wgt Avg Path”. In addition, this weighted path can be plotted with the other paths.


Note: The “Prob(%)” should equal to 100.




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