Kind
Trade
Z signal
Regime mult
Weighted
Rationale
Select an issuer to view its spread curve
Choose from 755 fitted curves (80 countries) in the sidebar, or search by name/ticker.
Bond Rating TTM OAS Fitted Residual
Computing regime detection, clustering & basis signals...
Running HMM regime detection, GMM clustering, and basis z-scores
Ticker
Country
Cluster
Prob
Beta
VIX β
Skew
Spread
Stress β
Vol Asym
Tail Risk
R²
Migr σ
Vol 3M
Vol Ratio
Trend
Drift
Other Ticker
vs Ref
Country
Sector
Tenor
Ref Spd
Other Spd
Basis
Z-6m
Signal
Basis cache not yet built. Run python analytics/basis_monitor.py first.
Computing multi-dimensional RV metrics...
Ticker
Country
Sector
Rating
Spread
vs Sov
vs Rating
vs Cluster
Curve Shape
# Agree
Direction
Quasi/Corp
vs Sov
Country
Sector
Tenor
Sov Spd
Q/C Spd
Basis
Z-Score
Signal
Raw Ref
Raw Q/C
Raw Basis
Cluster
2Y
5Y
10Y
Slope
N
Ticker
Country
Sector
Rating
Tenor
Spread
Bucket Avg
Diff
Z-Score
Signal
Ticker
Bond
Country
Rating
TTM
Bucket
OAS
Bucket Avg
Diff
Z-Score
Signal
Ticker
Country
Cluster
Tenor
Spread
Cluster Avg
Diff
Z-Score
Signal
Ticker
Bond
Country
Cluster
TTM
Bucket
OAS
Cluster Avg
Diff
Z-Score
Signal
Ticker
Country
Sector
3s5s
5s10s
10s30s
5Y Fly
Ticker
Country
Sector
3Y OAS
5Y OAS
10Y OAS
30Y OAS
3s5s
5s10s
10s30s
5Y Fly
Computing macro factor sensitivities...
Building weekly spread changes and estimating per-issuer betas
Ticker
Country
Sector
Rating
Oil Grp
Oil β
DXY β
US Real β
MOVE β
VIX β
S&P β
R²
N
Computing composite RV scores across all lenses...
Ticker
Country
Sector
Rating
Score
Direction
Concordance
L1 Curve
L2 Basis
L3 Rating
L4 Cluster
L5 Shape
Liq
CONV
P(Conv)
Carry
Roll
Total
Computing cross-country spread convergence pairs...
Trade
Wide Leg
Spread
Tight Leg
Spread
Z-Score
OU Z
HL
Corr 52w
Conviction
Rating
Region
Region
Tenor
Wide Leg
Spread
Tight Leg
Spread
Z 6m
OU Z
HL
Corr
β
Flags
Loading novel signal backtests...
Alpha Lab — Novel Signals
Overview (All Signals)
Spread Ratio (90% hit, best signal)
Residual Momentum (79% hit, timing)
Issuer Dispersion (Sharpe 0.75)
Vol-Adjusted Carry (ranking)
Regime Sensitivity (classification)
Computing bond liquidity scores...
Ticker
Country
Bond ID
Score
Tier
Size ($M)
DTC
Activity
Min Trade
Scanning bond pairs for dislocations...
Computing spread differentials and z-scores across within-issuer and cross-issuer pairs
Ticker
Country
Short Leg
TTM
Long Leg
TTM
Diff (bps)
Z-Score
Signal
Issuer A
Country
Issuer B
Country
Band
Diff (bps)
Z-Score
Signal
Subregion
Issuer A
Issuer B
Sector
Rating
Band
Diff (bps)
Z-Score
Signal
Computing corp-sov basis z-scores...
Matching each corp/quasi bond to nearest-maturity sovereign and computing basis history
Ticker
Country
Sector
Rating
TTM
OAS
Sov Match
Sov TTM
Sov OAS
TTM Diff
Basis
Z-Score
Signal
Ticker
Country
Sector
Rating
TTM
OAS
Sov Match
Sov TTM
Sov OAS
TTM Diff
Basis
Z-Score
Signal
Ticker
Country
Sector
Rating
TTM
OAS
Sov Match
Sov TTM
Sov OAS
TTM Diff
Basis
Z-Score
Signal
Computing convergence analysis...
Loading residuals and running backtest across all windows
Window Events
CHEAP CHEAP Hit% CHEAP Med Δ CHEAP Max Δ
RICH RICH Hit% RICH Med Δ RICH Max Δ
Avg |Δ| Max |Δ|
Conv% Med Days P25 P75
Window Events
CHEAP Hit% RICH Hit%
Conv% Med Days Profit%
Window Events
CHEAP Hit% RICH Hit%
Conv% Med Days Profit%
Lens Signal
Events
Profit% Conv% Med Days
Avg |Δ| Med |Δ|
Min |Δ| Max |Δ|
P5 P95
Up Max Δ Down Max Δ
Window Events
WIDE WIDE Hit% WIDE Med Δ WIDE Max Δ
TIGHT TIGHT Hit% TIGHT Med Δ TIGHT Max Δ
Avg |Δ| Max |Δ|
Conv% Med Days Profit%
Window Events
STEEP Hit% STEEP Med Δ STEEP Max Δ
INV Hit% INV Med Δ INV Max Δ
Avg |Δ| Max |Δ|
Conv% Med Days Profit%
Window Events
STEEP Hit% STEEP Med Δ STEEP Max Δ
INV Hit% INV Med Δ INV Max Δ
Avg |Δ| Max |Δ|
Conv% Med Days Profit%
Window Events
STEEP Hit% STEEP Med Δ STEEP Max Δ
INV Hit% INV Med Δ INV Max Δ
Avg |Δ| Max |Δ|
Conv% Med Days Profit%
Window Events
STEEP Hit% STEEP Med Δ STEEP Max Δ
INV Hit% INV Med Δ INV Max Δ
Avg |Δ| Max |Δ|
Conv% Med Days Profit%
Country
Region
Events
Bonds
Conv%
Med Days
Profit%
Med |Δ|
Ticker
Country
Sector
Events
Bonds
Conv%
Med Days
Profit%
Med |Δ|
Score
Loading contagion network data...
Code Country Region
Degree Between Eigen
Composite Z-Score
STATIC PERIOD COMPARISON (below)
Country
Region
ME
Degree (Pre)
Degree (Post)
Deg Chg
Betw (Pre)
Betw (Post)
Betw Chg
Eig (Pre)
Eig (Post)
Eig Chg
Fitting Bayesian HMM regime model...
Per-issuer Mahalanobis distance from assigned cluster centroid, weekly snapshots.
Three design variants in trial — pick the one you want to keep.
Current (Plotly)
A · Editorial
B · Terminal
C · 3D Constellation
Loading oil transmission analysis...
Country
Lag (days)
F-stat
p-value
Significant
Loading scenario stress analysis...
Issuer
Country
Region
Oil Grp
Current 5Y
Delta (bps)
90% Lo
90% Hi
Projected
% Chg
Each point = one bond plotted at its component-similarity to the query.
The query bond is the gold star at (1, 1, 1). Top-N matches are large + bright; the rest of the universe is the faint cloud.
Hover for ticker, country, sector, ratings, TTM, OAS, and component breakdown.
→
BUY LEG (dealer delivers)
Review Swap
Loading IMF Article IV briefs...
Country
Report Date
Fiscal
Debt
Reserves
Reforms
Spread Dir
Headline