Added the RV Analysis
Traders can now leverage the RV Analysis tool in the USD Agency sheet by clicking “Analysis” – “RV Analysis”. In the “USD Agency RV Analysis” window, traders can apply filters and click “Generate Strategies”.
RiskVal will generate the best long/short outright, flattening/steepening spread, and long/short butterfly strategies.
Traders can <right click> on strategies to send to Trade Blotter, Swap Box, or Sprd/Bfly.
Added the OISprd Z heatmap and Z-score columns
In this release, we completed the OISprd set of columns by adding “OISprd Z Rich/Cheap" and "OISprd Z ZS" columns.
Traders can find both columns available in the “default" view of their USD Agency sheet.
Enhanced color management for imported “Positions”, so traders can plot them in the lower panel graph, also available for the Bond Roll, TBill, and TIPS sheets
Traders who choose to import their positions to USD Agency, Bond Roll, TBill, and TIPS sheets and can now leverage “Color Management” to better visualize the bonds in the lower panel graph.
After adding their positions, traders can click on "Format" - "Color Management", to change colors for their "< 0", "= 0 " and "> 0" positions.
After hitting "Apply", RiskVal will apply selected colors to the lower panel graph.
A friendly reminder, that traders can add “MM Position” column to their view and enter the positions directly or upload their positions on a CSV file containing a header row and two columns. The “Sample Position Import file” is under the “Help” menu.