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.
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:
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.
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.