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Sprd/Bfly Enhancement | Weekly Release 9/17/21

Enhancement #1

Allow traders to choose the distance between left and right wings to the body in the Butterfly Generator

Traders can access the Butterfly generator from the “Tools” drop-down and once they apply a range of filters they can set “Left-Belly Dist” and “Right-Belly Dist”. This allows traders to define each spread that makes the fly.

To populate butterfly strategies, traders could click on “Generate Butterflies” and then select “To new tab” to create a dedicated tab for the selected butterflies.

By default, RiskVal uses equal distance.

Enhancement #2

Enhanced “BM Corr” cells to allow traders to access historical and regression scatterplot data more easily

Traders can <right click> on the "BM Corr" and "Curve Corr" columns, from the dropdown menu- select "Regression Graph". RiskVal will open regression chart.

To access historical data, they can just <double-click> on the "BM Corr" and "Curve Corr" columns.

Enhancement #3

Added support for SSprd YY/Z set of columns for US CMT strategies

In the Sprd/Bfly, traders who look at the CMT strategies can now view SSprd YY/Z set of columns. By clicking “Tab” – “Manage Columns”, traders can add columns and customize the column order.


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