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"Relative value trade identification"

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Releases

April 15, 2021

Katana 3.3.1

Fixes and enhancements

  • Remove searching by country of risk and update placeholder and help text
April 15, 2021

Katana 3.3.0

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
April 13, 2021

Katana 3.2.0

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.
March 26, 2021

Katana 3.1.0

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
March 6, 2021

Katana 3.0.0

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
February 10, 2021

Katana 2.4.0

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
January 28, 2021

Katana 2.3.2

Fixes and enhancements

  • Fixed the issue with extra reversion phases displaying on charts
January 20, 2021

Katana 2.3.1

Fixes and enhancements

  • Fixed a bug where visiting a bookmark over a year old would cause a blank page to display
January 16, 2021

Katana 2.3.0

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.
December 18, 2020

Katana 2.2.5

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
December 15, 2020

Katana 2.2.4

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
December 12, 2020

Katana 2.2.3

Fixes and enhancements

  • Fixed an issue where searching ideas would sometimes produce errors.
  • Fixed a bug where searching for ideas produced unexpected results.
December 11, 2020

Katana 2.2.2

Fixes and enhancements

  • Enhanced the z-spread diff chart with value when bookmarked
November 30, 2020

Katana 2.2.1

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.
November 27, 2020

Katana 2.2.0

Features

  • Enabled automatic release notes.