DMAXX News

The latest version of TheBooks is now in production at customer sites.  Version 3.1.0 contains enhancements in instrument support, execution platforms, reporting, and data visualization as well as a number of enhancements throughout the system.

Instrument Support

• ICE over the counter daily cash settled energy contracts such as Henry Hub Natural Gas.
• ICE over the counter Peak/Offpeak electricity contracts

Execution Platforms

• RealTick has been added as a bi-directional execution platform
• Goldman Sachs’ Redi+ has been added as a bi-directional platform

Reporting

Several new reports have been added to the system including:

• instrument income and returns by month
• a performance metrics report that charts a variety of statistics such as Sharpe/Sortino ratio, upside/downside volatility, and VAMI/Drawdown

Data Visualization

• The performance explorer has been enhanced to include many new charts as well as the ability to chart user-selected data.
• All charting in the system has been re-written to allow complete flexibility for chart types, colors, and styles, including support for 3D charts.

DMAXX, LLC
http://www.dmaxx.com