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"Relative value trade identification"

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Product Updates

January 15, 2021

Improved Z-spread Difference chart including NEW Z-spread from Mean view

new
usability
bug fixes

We’ve added some useful information to the Z-spread Difference charts we display on our trade idea pages. This helps to provide better insights into the magnitude of dislocations and a clearer perspective on the historical behaviour of the difference in spreads.

November 14, 2020

Liquidity indicators and enriched search for swapping a bond

filtering
usability
security

We’ve listened to feedback and analysed how our users interact with the Katana platform. From this we identified some improvements to how users achieve the task of swapping a bond. These include introducing an indication of bond liquidity and the ability to pre-apply filters for the opposite side when searching for a specific bond.

October 29, 2020

Relative value ideas from more than 30K bonds

data quality
usability
algorithm
new

With the announcement of our partnership with IHS Markit and access to more than 130K bond instruments, we are expanding the already available bond universes and adding the Investment Grade US Corporate bond and European supranational, sub-sovereign (regional) and agencies bonds universe, totalling to five distinct universes and over 30K bonds that users have access to.

August 6, 2020

New powerful filters and access to multiple bond universes

filtering
usability
data quality

Today we are releasing a powerful set of filters to filter through the bonds and also the ability to access all different bond universes Katana Labs offers.

In particular, you can now have powerful filters to search by ISIN(s) and issuers, decide whether you want to include or exclude them and also whether you want them on the buy or sell side explicitly. This will enable you to tailor and customize your search to your exact needs.

July 22, 2020

Major refinements advancing our algorithms

algorithm

Today we are releasing refinements that advance our machine learning algorithms' identification of mean-reverting bond pairs. Our model is now considerably more effective at discarding spuriously correlated pairs and disentangling pair motions from bulk market movements. These improvements are encapsulated in two key areas of the model:

  1. Determining the relevancy of the bonds that form a pair
  2. Identification of the top-performing ideas in the market
June 18, 2020

Access to more relevant trade ideas

filtering
usability

Today’s release allows users to search through thousands of identified relevant ideas and improves the search and filtering functionalities, to help users identify the opportunities to best match their mandate.

  • Search by the issuer on the search bar will present all pairs with bonds from that issuer
  • Search results provide a single table with both “top ideas” and other ideas with the ability to apply all the available filters
  • Monitor results also provide a single table with pairs with the ability to all the available filters
  • The country filter is expanded with an option to choose a whole region (for example “Europe”, “Asia-Pacific” etc)
June 5, 2020

New filters and improved search functionality

filtering
algorithm
data quality
usability
  • Addition of a clear all filters button
  • Addition of a filter for currency
  • Search results now distinguishes between issuer and bonds from that issuer
  • Parameter adjustments of the algorithm on the EMD universe
  • User Interface improvements
  • Updated list of ISINs in universes
May 25, 2020

Product improvements and bug fixes

bug fixes
monitoring
technology

This release has improved the product in several ways:

  1. Increased security of platform through isolation of platform from internet
  2. Improved data quality filtering of ISINs
  3. Minor improvements and bug fixes on the “Monitor” page
May 11, 2020

Portfolio watchlist and monitoring

monitoring
new

The new watchlist and position monitoring feature allows users to create a list of ISINs to track via a simple copy-paste mechanism. ISINs can be identified, added or removed from the monitoring list over time.

The user is informed of relative bond performance daily, gaining valuable insights to guide their trading decisions. On a daily basis, the user will be informed of how each bond is performing compared to other similar bonds.