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HIMIPref™ User Manual
Index
User Data
Creating a Portfolio
Editing a Portfolio
Evaluating a Portfolio
Evaluating Performance
Trade Input
 
Trade Recommendations
Issue Evaluation
    Yield
Curve-Reversion
Yield-Reversion
Disparity
Miscellaneous
Penalties
Trading Valuation

Issue Evaluation

 

Trading Valuation

The values of totalRewardBid / totalRewardAsk are reduced by the sum of the penaltyComponents to the values used for trading purposes tradingValuationBid / tradingValuationAsk.

The following graph shows the relationship between the value of totalRewardBid and the tradingValuationBid



Regression Analysis
Intercept -2.8534 ± 2.4542
Slope 1.0422 ± 0.3211
Regression Sum of Squares 4044.3369
Residual Sum of Squares 384.0551
R Squared 0.9133
F Statistic 463.4371
Rejection Threshold (SDev) 3.00
Rejection Count 0
Observation Count 90