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Sprd/Bfly Enhancement| Weekly Release 4/12/2024

#1: [Regression] Added ability to color code data series into quarters


From the regression graph, “Plot Settings” traders can adjust the color and shape of the data points that represent quarters and choose which data point to include in the color scheme.

To apply changes, traders can adjust the historical look back. Enter “After” date, this will exclude the data from the “quarter color scheme” and apply the new selected color.  Check the “Quarter Default” boxes and hit “Apply”. The “quarter color scheme” will be applied to the rest of the data. RiskVal will repopulate the regression chart with colored data points split into four quarters.


In the example, below, anything within the last year, “After”, will be pink. The latter year is colored by the quarters.

#2: Added ability to enter columns in ticker format, also available in Forward Swap Matrix


Traders can enter “ticker_column_title” format in RiskVal to further specify their strategy inputs. After entering new syntax formats, “Sprd” column will show specific levels. For example, entering “10_3M_C+R” will show CT10 3M C+R levels as “Sprd”. 


These new syntax formats work in Sprd/Bfly and Forward Swap Matrix sheets.



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