Rates Basket

Rates Basket is an efficient and flexible monitor, providing the most complete package of tools and utilities needed to generate effective Butterfly and Bond Curve strategies.

Traders can run advanced yield curves analysis and trade ideas using this monitor as well as saving multiple specific sessions in order to compare and manage different strategies using different countries yield curves.

Rates Basket provides:

  • A comprehensive list of advanced butterfly and bond curve strategies, which can be run on a one by one basis or in combination for better risk profile and PnL comparison.
  • A flexible way to generate trading ideas based on trader’s customisable risks criteria to assess the appropriate trading strategies and manage risk.
  • The ability to save individual baskets of selected yield curves or government bonds for the purpose of RV analysis and frequent trade monitoring.
  • An access to a variety of unique trading and analysis tools such as: Trade Recommend, Principle Component Analysis and Market Events simulation.