Monis Analyzer: Identify Opportunities
Analyzer has a querying system to search the database on any combination of terms and conditions and/or calculated criteria, plus the ability to set up watchlists that can be filtered and sorted on any attribute including those updated in real time.
Finding Instruments:
Convertibles traders and other market participants must often search for instruments with particular characteristics, whether within portfolios or across the convertibles universe. Monis Analyzer's powerful querying functionality makes it trivial to perfom such searches. You can specify any mix of terms and calculated data to generate shortlists of instruments, which can then be actioned or further queried.
Watchlist Highlights:
- Provides a user-defined, convertibles watchlist to spot opportunities caused by market changes
- Updates on demand to keep users continually aware of the latest position
- Defines watchlists on the basis of instrument terms in the database, or by Analyzer's many calculated outputs
- Offers an unlimited number of fields which users may define for themselves
- Sorts user-defined difference between implied volatilities of a set of convertible bonds to the empirical volatilities of the underlying equities, to find the bonds which offer the cheapest sources of volatility
- Allows outright investors to create a user-defined field to compare the breakeven period with the remaining call protection and sort the watchlist on that field, so they know whether they can expect the yield advantage on a convertible bond to pay back the premium paid over parity