Echo Intermediate Training Objectives

First complete: MFXEcho Basic Training Objectives

1) Statistical Significance

2) Advanced Yield Profiles

• building on Yield Profiles (Markouts) - Overview from basic training

1. Group by

   1. Week

   2. Holding Period

   3. Instrument

   4. Counterparty

   5. Timezone

   6. Hour of Day

   7. Execution Profile

   8. Cancelled/Filled Orders

      1. Cancel Reason

   9. Holding Period

   10. Expert advisor

   11. Metaquotes Channel
       

2. Filters

   1. Instruments

   2. Timezones

   3. Counterparty

   4. Inclusive vs Exclusive Filters
      
      

3) Yield Histograms

• Histogram filters

• At each revaluation period
  
  

4) LP Relationship Management

• Spread Histograms

• External flow analysis

• With/without counterparties
  
  

5) Client Pricing

• Impacts of Price Aggregation

• Price spike finder

• Predictivity

• Pricing Model Backtesting
  
  

6) Proactive Monitoring - Alerts

• Alert type review
  
  

Compass Functional Review