Sprd/Bfly Enhancements | Weekly Release 3/27/20


Enhancement #1


Added new function to aggregate all alerts from all tabs into a single tab for more convenient access and alert management


Traders now have the ability to aggregate all Sprd/Bfly alerts in one tab by clicking Table then Aggregate Alerts.


From there, traders have the option to either

(a) copy selected strategies and remove the old alerts

(b) move selected strategies and alerts together

When choosing the first option (a) copy stgy and remove all alerts:

  • Traders will be prompted to select an existing tab in Sprd/Bfly or create a new one for all the alerts to be centralized in.

  • This option has the benefit of preserving the original strategy location to maintain the existing strategy and tab organization while still allowing the flexibility of having all alerts in one location.

The following screenshot shows several strategies being cloned to a new tab while maintaining their original location. This allows traders to keep strategies with alerts in one location and declutter unnecessary line items in other tabs.


When choosing the second option (b) move stgy with alert:

  • This option removes the original strategies from the existing tab, and only keeps the strategies with alerts in the new location.

The screenshot below shows how the strategies with alerts were sent to a new tab of their own.

Enhancement #2


Enhanced Seasonality tool by adding CPI announcement dates as Eco Calendar Events for USD, EUR, and GBP inflation strategies


The Seasonality tool in Sprd/Bfly sheets has been enhanced to allow traders to use CPI (Consumer Price Index) announcement dates for USD, EUR, and GBP as the Eco Calendar Event anchor.


Traders can set the CPI announcement date for as the anchor in the Seasonality tool by setting “Eco Event” as the anchor, then in the next drop-down menu select “CPI” and in the last drop-down select a currency.

The example above shows the German generic 5yr/10yr TIP spread strategy with seasonal analysis against the EUR CPI dates for six months.


The example above shows the German generic 5yr/10yr TIP spread strategy with seasonal analysis against the EUR CPI dates for six months.

Of note: France, Spain, and Italy have their own local CPI indices separate from the ECB CPI index.

32 views
  • LinkedIn - Black Circle
  • Twitter - Black Circle

RiskVal Financial Solutions, LLC, is a global supplier of SaaS for trading strategies, risk management, and portfolio management. RiskVal provides software such as analytics and trading systems in fixed-income, credit derivative, equity, foreign exchange, and derivative securities.

Copyright © 2020 RiskVal Financial Solutions, LLC. All rights reserved.