Product update

Additional powerful filters to discover actionable trade ideas

We’ve added the possibility to search for a bond using CUSIP, enhanced our suite of filters to include z-score, z-spread diff, reversion and similarity and further improved Katana's trade idea algorithm.

Finally, we’ve further calibrated the current model to provide even higher quality trade ideas. Each bonds sub-sector is included in the definition of relevant pairs for the Investment Grade universes, and we exclude all callable bonds with an execution date to further reduce false positive signals.

This release also includes: