The enhancements, which will go live in the coming weeks, are part of an ongoing effort at the vendor to improve the productivity of economists, analysts, portfolio managers and investors in investment banks, fund managers and hedge funds.
The Vector Auto Regression analysis leverages historical market data to produce fitted values for a number of time series, as well confidence bands and a number of statistics. This analysis can then be used to created models and forecasts, says Macrobond chief
James talks about his trip to Chicago and some of the interesting topics that came up (including a look at disaster recovery demands). Then Anthony and James touch on ISDA's initial margin rules, with Phase 3 going live next year.Subscribe to Weekly Wrap emails