Features

• Bloomberg Portfolio integration for Monitor Lists.
  Added Bloomberg Portfolio integration for Monitor lists. For Bloomberg users Monitor lists are now backed by Bloomberg Portfolios. Any portfolio created in the Bloomberg terminal will be added to the Katana application as a Monitor list. Bloomberg users will thereby be able to monitor the securities from their Portfolios within Katana for related trade ideas and relative value indications.

Fixes and enhancements

• Now using multiple panels for running Bloomberg functions to allow for easier analytics over the two securities of a trade idea.

Features

 
• Added Modified Duration filter and value to the Discover page

Fixes and enhancements

 
• Fix running of Bloomberg terminal functions by using older Bloomberg API
  Terminal functions are now ran through the Terminal Connect v2 API instead of the v3 API. This should resolve an issue that many of our users were experiencing, where terminal functions did not get executed.

Features

• Added Bloomberg terminal single security and dual security commands integration to the trade idea detail page.
  For each leg of an idea bond pair, users are now be able to call the single security functions DES (Description Page), YAS (Yield Analysis Calculator) and QMGR (pricing and liquidity) as well as the dual security functions HS (spread difference graphs) and SW (swap switch calculator).

Features

• Added CUSIP support to monitor lists.
  In addition to ISINs the monitor lists now also support adding and monitoring bonds through CUSIPs.

Features

• Redesign of Discover page
  This is a major change to the layout of the Discover page. It surfaces some useful filters and ensures more information is visible on smaller screens
• Adds necessary context throughout the idea generation pipeline to handle the new `compression_probability` field. Also updates the DB schema with

Fixes and enhancements

• Adds dynamic environment sourcing for model file locations, whether in lens-development or quasar-production.

Features

• Added filter for green/esg bonds
• Added duration to the bond information panel
• Added green bond type to bond information

Fixes and enhancements

• Fixed display of bookmarked idea details

Features

• Added filters for curve trades and shortening trades
  These are now available within the Additional Filters dropdown on the Discover page

Fixes and enhancements

• Fixed range filters when selected values are outside the available range

Fixes and enhancements

• Fixed ordering of monitor bond flags to ensure primary list is first
• Fixed ordering of Monitor List widgets on Dashboard
• Fixed displaying incorrect bonds when changing MonitorList widgets

Features

• Added a list of actions under each bond on the Idea Detail page
  This will allow users to access Bloomberg functions directly from Katana

Fixes and enhancements

• Removed reversion phases, z-spread from mean and Jan 1st points from charts
  This helps to simplify the Idea Detail page and remove outliers that commonly occur on Jan 1st due to pricing mismatches

Fixes and enhancements

• Fixed an issue with collapsing the right panel on large screens

Fixes and enhancements

• Fixed display of bonds from wrong universe in Most Occurring Bonds dashboard widget

Fixes and enhancements

• Fixed pagination on Monitor page
  Rectified an issue where only the first page of each monitor list was displaying.

Fixes and enhancements

• Simplified the onboarding process
  Reduced the information displayed and separated it from the dashboard

Features

• Implement new Dashboard layout
  We now display the richest and cheapest bonds from your monitor lists in their own widgets.

Fixes and enhancements

• Fixed issue with legacy saved filters causing an error on the Dashboard
  Legacy saved filters are not properly migrated before being used as Saved Filter widgets on the Dashboard

Features

• Implemented a new and improved search and filter system.
  This system allows for filtering on any characteristic of a trade idea using filter types that correspond to the type of data.

Fixes and enhancements

• Implements two changes: a minimum z-score for a candidate to be considered (1.0); revises the z-spread upper bound for individual
• Implements a check to verify model results during the trade idea generation pipeline. Potential ideas that contain a bond that has
• Adjusts several threshold parameters passed in via universe definitions: similarity threshold and the z-score threshold.
• Revises the lower bound of buy and sell trade idea counts so that the sum of these counts must be >= 5 in order for an RV score to be
• Implements a minimum threshold on the difference between the z-spreads of the two bonds in the pair.
• Removes the Pearson correlation as a selection criterion from the BQ query that forms candidate pairs.
• These changes streamline the StationarityModel, removing the calculation of the Pearson correlation and ADF statistic. A threshold

Fixes and enhancements

• Fixed an issue with filtering by both monitor list and bond
• Remove searching by country of risk and update placeholder and help text

Fixes and enhancements

• Remove searching by country of risk and update placeholder and help text

Features

• Added more meta data for each bond on the Idea Detail pages
  This includes: - Moving currency to a tag - New IDENTIFIERS panel which displays ISIN and CUSIP - Extended the BOND INFORMATION to include coupon, issue date, ticker and security date

Fixes and enhancements

• Remove searching by country of risk and update placeholder and help text

Features

• Added support for 144A bonds in the Investment Grade U.S. universe.

Fixes and enhancements

• Adds a default trade_ideas_bond_pairs_join_conditions that requires two bonds in a pair to be of the same currency type.

Features

• Ensured that users can now create multiple monitor lists
  This gives much more flexibity with managing bonds of interest
• Implement RV score on Monitor page
  Each monitored bond now has a relative value score associated with it

Milestones

• Integrated Katana into the Bloomberg App Portal.
  Bloomberg users can now subscribe to and access the Katana application from within their terminals. The application is fully integrated with the Bloomberg Single Sign On system to allow users to leverage their Bloomberg accounts for logging in.

Features

• Added spread difference column to ideas table
  This improves searching the list of ideas and allows for sorting the ideas by the spread difference.
• Reintroduced annualised mean on z-spread diff chart
  This ensures that the reversion score we provide can be easily explained

Fixes and enhancements

• Minor redesign of the idea detail page
  To better utilise space on smaller screens. We also now include the ideas spread diff along with the other key values.
• Change the default sort column for ideas from reversion score to z-score

Features

• Added breadcrumbs to the Trade Idea pages
  This makes it more obvious where the user is in the page heirarchy and ensures a route back to the Discover page

Fixes and enhancements

• Fixed the issue with extra reversion phases displaying on charts

Fixes and enhancements

• Fixed a bug where visiting a bookmark over a year old would cause a blank page to display

Features

• Added a new chart to the idea detail page displaying z-spread from mean
  This new chart allows users to see the reversion phases as shaded columns as well as the reversion envelope

Fixes and enhancements

• Display team ID and universe ID in url
  By making this change it is now easier to share links to ideas as the users universe will automatically be changed to the correct universe
• Minor correction to calculation that identifies alerts, also updates related test.

Fixes and enhancements

• Fixed the navigational button colour on the feature popups
  These were displaying erronously in a dark blue but this has now been corrected to display the original light grey colour

Fixes and enhancements

• Added a user filter to the bookmarks page
  This allows users to filter their teams bookmarks to only view ideas bookmarked by a specific team member

Fixes and enhancements

• Fixed an issue where searching ideas would sometimes produce errors.
• Fixed a bug where searching for ideas produced unexpected results.

Fixes and enhancements

• Enhanced the z-spread diff chart with value when bookmarked

Fixes and enhancements

• Fixed display of really long numbers in IE11
  The figures for Amount Outstanding in the ideas table weren’t being shortened correctly in IE11. This has now been fixed.

Features

• Enabled automatic release notes.