SDX Commodities Help > Pages & Windows > Historical Analysis Page

Historical Analysis Page

The multi-asset Historical Analysis page lets you perform historical analysis by enabling you to create charts of historical market data and SD calibrated market data (also known as time series) across multiple asset classes and underlyings.

You can chart historical market data and SD calibrated market data for the following assets:

FX asset (see What FX Historical Data Can You Chart? )

IR asset (What IR Historical Data Can You Chart? )

CM asset (What CM Historical Data Can You Chart? )

EQ asset (What EQ Historical Data Can You Chart?)

CD asset (What CD Historical Data Can You Chart?)

 
You must access the multi-asset Historical Analysis tool from a pricer for which you have a license. However, once you are in the page itself you do not need a license for each of the individual pricers in order to be able to create charts of market data across all the assets.
In SD-CM and SD-CD the original, single-asset version of the Historical Analysis page is still available via the System Menu button.

The tool is highly flexible. Once you have specified your time series (see Working With Time Series Definitions), e.g., USD/JPY spot or 6m USD swap rates or historical volatility for Microsoft over the last 6 months, for a specific period (see Defining the Chart Period Definition) you can then:

Define a correlation definition between any of your defined time series. See Working With Correlation Definitions.

Combine any of the defined time series and correlation definitions using mathematical formulas. See Working With Formulas.

Chart any of the defined time series, correlation definitions and/or formulas in any combination. See Displaying Charts Of Historical Market Data.

Once you have generated the charts you can then:

Print them and scale all parameter values to a percentage of the parameter value on a defined date (see Working with Generated Historical Analysis Charts).

Add a trend line.

Manipulate the display of the generated data. See the "Working with generated charts" topic in the online help.

Display the current value of any time series & formula. See Displaying The Current Value & Likelihood For Time Series & Formulas.

View statistical data for all the underlyings (and their parameters) in the defined time series & formulas. See Displaying Statistical Data For Each Time Series & Formula .

This is made possible via an intuitive, simple to use interface, as seen in Figure 1.

Figure 1: The Historical Analysis Interface

For examples of how you can use the tool see Examples Of Using The Historical Analysis Tool .

To access the Historical Analysis tool:

In any of the pricers carry out any of the following actions:

Click the System Menu button and then Historical Analysis (in SDX Foreign Exchange, SDX Interest Rates, SDX Commodities & Energy SDX Equities) or Multi-Asset Historical Analysis (in SDX Credit Derivatives). The Historical Analysis page opens.

On the left hand menu click Historical Analysis.

In the top ribbon bar in the Trader tab, or the Sales tab (not in SDX Foreign Exchange), or the Market Data tab click the Hist. Analysis button.

The Historical Analysis page opens.