Versions Compared

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

Combination: If this aggregation type is selected, the system will categorise and combine all the trades to the position, according to:

  • Contract ('Exchange', 'Product Name', 'Contract Code')

  • Trade Type ('Benchmark', 'Potential', 'Premium')

  • Category

Separate: If this aggregation type is selected, the system will categorise and combine all the trades to the position, according to:

  • Contract ('Exchange', 'Product Name', 'Contract Code')

  • Trade Type ('Benchmark', 'Potential', 'Premium')

  • Account ('Account' is case-insensitive and is one of the elements for grouping trades to position. You can fill in the 'Account' column when creating or editing your paper trades.)

  • Category

  • Broker

None: The model will calculate and only take into account remaining positions which are not yet priced by Platts (ie. only for the current day and later). For current month, the fraction of remaining positions = remaining working days / total working days (based on Platts's holiday/weekends schedule).

strategy product in position matrix

...