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What the Credit Alpha product can do
Term structures
View the term structures at any point in time for which data exists in the database. Widenings and narrowings to a benchmark are instantly observable.
History
Users can plot the history of any names they are interested in, over a given time period, against each other. Spikes in the data are clearly visible.
3D surface view
The spreads for any single name can be viewed as a 3D surface and this chart can be rotated by the user to show different views.
Gradient view
Users can leverage Credit Alpha to plot the CDS curves of names they are interested in, to the 45' line. Activity is clearly highlighted, as are names which are inverted.
Scale factor
Compare the 5 year and 10 year spreads as a ratio, using log or linear scales.
3D surface view 2
T1he spreads for any single name can be viewed as a 3D surface and this chart can be rotated by the user to show different views.
Credit Alpha is an intelligent market visualisation and relative value software tool which highlights inefficiencies and opportunities in the credit markets. It is an installed application which allows traders and risk managers to evaluate mis-pricing and opportunities along the single name credit curve and across term structures.
Credit Alpha does this by slicing and dicing the available data for the single name universe in a number of ways including:
- across the term structure
- via a twist view to the normal slope
- the available history
- 3D surface graph
- 3D time view
Credit Alpha is an installed application, built in C# and with a User Interface that takes maximum advantage of Nevron charting tools. The product is based on a large database of historic credit default swap (CDS) quotes going back to 2006, across single names and indices. Credit Market Analysis (CMA) is currently our preferred supplier of intra-day CDS data.
We are looking for new partners to join the Credit Alpha Client Board. If you think you might be right for this challenge, please contact us.
If you would like to see a demonstration of the product in action please let us know and we will get back to you to arrange a convenient time.
Phone: +44 (0)20 3598 1730. Registered address: Credit Alpha Ltd. c/o Rayner Essex, Tavistock House, Tavistock Square, London WC1H 9LG
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