Spread Butterfly Enhancements | Weekly Release 1/10/20

Enhancement #1


Enhanced the seasonality function which dissects the historical data based on either an economic event or custom anchor date to automatically show the full cycle of the oldest segment

To show a cleaner view of the segments on the historical data, the “start” date is automatically adjusted to show the full segment.

Once the data is selected, in this case, one year. The example below demonstrates the seasonality across IMM dates.

In this week’s release, you can see from the chart on the left-hand side which shows the full period between each IMM date. The start date realigns from 1/8/2019, back to 12/17/2018 to ensure full visibility of the oldest time series, which starts on 12/17/2018.

Enhancement #2


Added an indicator to flag which strategies have alerts enabled

To help traders manage their alerts in the Sprd/Bfly, an indicator was added to show which strategies have an alert set to them.

In the example below see the highlighted strategies that have the alerts set to them by using an asterisk.

Enhancement #3


Updated default views with ASW Z RVS set of RV columns, as well as Total Return and Expected Return columns

To help traders leverage the recently added metrics, they have been added to the default view across G7+AUD Sprd/Bfly.


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