Key Features in this Release:
Added an option to select weekly change from multi graph selection; also available for Regression Analysis
[GBP]Added a new risk in terms of the Central Bank meeting dates (also available in the Swap Box and the Trade Blotter)
Display the total number of bonds considered in the Analysis
Added Yld C+R ZS and ASW YY C+R ZS
Run RV Analysis on Spreads and Butterflies using either equal weight, regression (COD) weight, or Maturity weighted.
Expected Return and Mean Reversion will have historical data
Allow traders to select any combination of length(s) to control the maturity distance between each of the leg(s) when generating top performing spread and butterfly strategies
[EUR] Ability to select several countries at time
Send the strategy “To trade Blotter”
[USD/EUR/GBP] Created Standard tabs for the Generic Front and Back futures
Added ability to popup any tab under Market View
Minor Fixes & Enhancements:
CT Sprd/Bfly: Added live data points in the historical graphs
CCY Bond:
Included coupon frequency in the tooltip
For easier identification, added pink highlight for filtering tab