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Do you use relative value analysis?
At Katana we're always looking for ways to improve. Currently we're trying to find out whether our users utilise relative value analysis (or not) and how. Please take our survey (it's only 3 short questions!)
By separating signals from the noise, Katana enhances your insights and gives you a proven robust framework to navigate your investment space, profitably. Using a robust backtesting framework and a 30-day mean reversion horizon we find that 91% of the pairs identified as “Top Ideas” revert to their mean 30-days later with a median compression of 11bps, and the model performs robustly across a wide spectrum of reversion timescales.