E-Series - Products for Real-time Analytics

THC's E-Series is a suite of state-of-the-art, real-time trading and risk management tools that combine Thomas Ho Company extensive research-based financial models and analytics with market data through our alliance with BGCantor Market Data.

These excel based add-ins, which can be customized by our clients, significantly enhances a users' ability to perform dynamic and critical risk management and real-time securities valuations.

There are three user-friendly add in available with others being rolled out regularly:

THC Futures/Cash Analytics

• Access relative value across treasury futures and cash bonds through cheap/rich trend lines and valuation of the embedded futures options.
• Monitor portfolio risk through Ho's market-tested Key Rate Durations model for measuring price sensitivities to independent shifts along the yield term structure.
• Refine cash, futures and basis spread and arbitrage strategies through Key Rate Durations and Cheap/Rich indications.
• Analyze drivers of trading profit and loss through retrospective risk analysis, Return Attributions.
• JUST SOME SCREEN SHOT INCLUDE: (PLEASE MOUSE OVER ITEM FOR DISPLAY)
  

  

  

  

  

THC Interest Rate Derivatives Analytics

• Attain market volatility insights through real-time volatility surfaces of swaptions and caps/floors.
• Price inherent swaption and cap/floor valuation using the well established Ho-Lee Interest Rate Model calibration.
• Achieve the precision required for portfolio managers with better management of term structure volatility risk, along with interest rate risk through Key Rate Vegas and Key Rate Durations.
• Fine tune fixed income option strategies through Key Rate Volatilities and Cheap/Rich price indicators.
• JUST SOME SCREEN SHOT INCLUDE: (PLEASE MOUSE OVER ITEM FOR DISPLAY)
  

  

  

THC Corporate Spread Analytics

• Attain insights into the strengthening correlations between equity and corporate bond markets through the Term Structure of Credit Risk measure built on streaming real-time CDS prices.
• Assess relative value across investment grade and high yield bonds using Ho-Lee Unified Model of Flow Risks, a comprehensive model which captures both credit and interest rate risk simultaneously.
• Leverage an innovative approach to credit risk management through Key Rate Credit, the Ho model for measuring price sensitivities to shifts along the term structure of credit risk.
• Refine hedging and relative value strategies on a portfolio of single-name credit default swaps and the debt of the underlying corporate issuers through Cheap/Rich indicators and alerts.