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Sprd/Bfly Enhancement | Weekly Release 7/5/2024

# 1: [Butterfly Generator] Allow traders to choose weight before populating list of strategies

 

From “Tools” – “Butterfly Generator” traders have option to use a specific weight for generated strategies.  After selecting filters in the Butterfly Generator, traders can additionally assign weight to the populated strategies. From the “Weight” dropdown, they can access all available weights.

Once populated, traders can click on “To New Tab” and send generated strategies to that tab.

# 2: Added “Beta/Corr/Resid Matrix”

 

In this week’s release, RiskVal added “Beta/Corr/Resid Matrix” feature to Spread Butterfly sheet. The “Beta/Corr/Resid Matrix” displays the beta, correlation, and residual of the regression model created based on the selected combination of securities.

 

To access this feature, traders can select the securities under the “Sprd/Bfly” column, <right click>, and choose “Create Matrix” – “Beta/Corr/Resid Matrix” menu.

This feature is already available in the Forward Swap Matrix sheet.

 


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