Valuation of floating rate notes with the Neutral Pricing System

Detailled Momentum and Trend Impact Analysis in the technical analysis

The success of an analysis or a trading strategy depends a good deal on the question of whether a trend is present or a sideways phase. The FRN Individual Indices provide support with 240 indicators by the trend impact analysis of specific sectors. In this way indices are available for various country categories with which you can do a detailed inspection of the elasticity of specific market segments, for example UK Issuers or French Issuers as well as branch categories like Car Issuers or Building Society Issuers.

If you perform your momentum analysis on Bloomberg, you can also show the indices of the TASS Wertpapierhandelsbank together with other market indicators like MACD. The specific analysis of individual market segments with the FRN Individual Indices gives you, especially in volatile markets, more security for your portfolio decision making.

For an example of momentum analysis on Bloomberg see the screenshot below.

Screenshot Bloomberg

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