Market View – IRVOL Enhancement | Weekly Release 3/26/21

Added the RV Analysis to generate top performing normal vol strategies

In IRVOL, under the “Normal Vol” tab, traders can click the “RV Analysis” button. In the “Normal Vol RVAnalysis” window, traders can apply filters and click “Generate Strategies”. RiskVal will generate the best long/short outright, flattening/steepening spread, and long/short butterfly strategies.

After strategies have been generated, traders can select the strategies, then <right click> and choose “To Fwd Swap Matrix”.

  • 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.