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Sprd/Bfly Analysis Enhancements| Weekly Release 3/22/2024

# 1: Added Mean Square Error, “MSE”, and its square root, “RMSE”, columns


MSE (Mean Square Error)” & “RMSE (Square Root of MSE)” columns have been added to the Sprd/Bfly window. Traders can add the columns from “Table” – “Manage Columns”. To populate the columns for their strategies, traders can <right-click> on the cells under the "Weight" column and choose either "Reg Weight" or "PCA Weight".

  

 

Column Name

Description

MSE

Mean Square Error

 

Average squared difference between the model output and actual output

RMSE

Square Root of Mean Square Error

 

Average difference between the model output and actual output

 

  

# 2: Added support for ITRX XOVER CDSI S40 5Y


Traders can now view the “ITRX XOVER CDSI S40 5Y” index in the Sprd/Bfly window by entering “XOVER40”. Traders can hover the cursor over the cell under the “Sprd” column to see what the symbol displays.

 


 

# 3: [CIX] Added support to select multiple strategies and create the CIX String

 

In this week’s release, traders can now create the CIX string for multiple strategies in the Sprd/Bfly window. To generate the CIX string, traders can select the strategies under the “Sprd Bfly” column, <right-click>, and select one of the “CIX” options.


 


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