We now display previous reversion phases along with the standard deviation of the historical differences between the bonds, making it easier to see when a pair has previously broken from its typical correlation.
In addition to this we have added keys and descriptions to all of our charts, which helps to explain what data is being displayed.
We’ve also switched from displaying only the current mean value (white line on the charts) to displaying the rolling exponentially weighted mean at each historical point.
Finally, we have now moved the current users team ID and universe ID to the URL, which makes it easier to share interesting trade ideas with other colleagues who are also using Katana.
This release also includes:
- Minor UI improvements
- Bug fixes