HOME | PRODUCTS | PRE-TRADE ANALYTICS | RELATIVE VALUE FIXED-INCOME (RVFI)

Key Features:

  • A Software as a Service (SaaS) hosted in SAS70 certified data center
  • A Fixed Income real-time pre-trade analytics platform, with more than 200 RV trading strategies based on direct feedback from the trading desk
  • Stress-tested by most active portfolio managers since 2001
  • Integrated with real-time market data from Bloomberg, BrokerTec, Tradeweb, eSpeed, CME, and more
  • More than 15 years of high-quality historical time series data for EOD closes and derived relative value measures
  • Covers G30 Fixed Income cash, derivative, and exchange traded futures and options
  • Highly interactive with trading desks, and produces weekly release based on portfolio manager feedback and suggestions
  • Top-notch support service. Near real-time service with highly trained analysts

Relative Value Fixed Income (RVFI)



RiskVal’s Relative Value Fixed Income (RVFI) is a front office G30 trading solution. It is RiskVal’s flagship product since 2001. It incorporates more than 200 relative value trading strategies along with 15+ years of high quality historical data. Each strategy has been vigorously tested by veteran traders over several decades and has been proven accurate and powerful.

RVFI is designed to fit traders’ workflow, from monitoring securities’ relative value and constructing trading strategies, to finally monetizing strategies for execution as a smooth and productive workflow. Equipped with a trading alert framework, RVFI enables traders to more effectively manage large scale strategies either by real-time popups or email alerts.

RVFI remains ahead of the market, by gathering valuable input from traders and making weekly releases. We know timing is everything. Most importantly, we put the most knowledgeable staff at the front-line to assist traders with day-to-day questions. All questions are addressed immediately or same-day.