Paper Trades - Dashboard Models/Reports Summary

Owned by IT Support
Last updated: Apr 26, 2022
4 min read

Please refer to below to learn more about the quantitative models/reports associated with Paper Trades in MAF Cloud.

 

Table of Contents:

Paper Trades

Models/Reports

Description

User Guide

Models/Reports

Description

User Guide

Counterparty Position Risk Summary

 

Provides you with an overview of your risks - outstanding positions and their unrealised P/L from your Counterparty. The app is categorised according to Brokers by default. 

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/1048707319

Daily Pricing Position Change

 

Calculates the changes in the position(s) in a portfolio, due to daily pricing, for that day. A certain number of positions in the portfolio will be priced by Platts each day, hence fixing their prices (and the position is changed from "open" to "closed"). 

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/374472881

Futures Account

 

Displays all future accounts and their associated figures (eg P/L, expenses/income items etc) to allow you to easily check and balance the figures against your daily statements. The app is categorised according to Account and Currency by default.

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/1659535612

Fund NAV Report

 

Determines the performance of your funds based on base amount, P/L, NAV ratio and predetermined call/cut levels.

FX Exposure

 

Allows you to monitor your hedging strategies and how much hedging is required for the FX exposure.

 

Group P/L

 

Provides an overview of all trades and their total P/L, as well as daily change in P/L, commission and expenses/income details. This can be used together with Historical Group P/L.

 

Hedge Ratio

Provides an overview of all paper and physical trades positions and their hedge ratio, categorised according to portfolio, trader and category by default.

 

Historical Group P/L

 

Provides an overview of all historical trades and their total P/L, as well as daily change in P/L, commission and expenses/income details. This can be used together with Group P/L.

Open Position Details

 

Allows you to view all the portfolio’s open positions and their details directly. This app is obtained directly from the Open Positions Table in View Portfolio page.

Portfolio Grid

 

Displays the selected portfolio's profit or loss (P/L) information, including realised P/L, unrealised P/L as well as its total P/L.

Position Matrix

Displays the composition of assets within a portfolio and their open net positions.

 

Portfolio Performance Chart

Allows the user to plot each portfolio’s series alongside each other on the same graph to visualise the performance of their P/L against each other.

Portfolio P/L Details

 

Provides an overview of all paper and physical trades categorised according to their group (eg. Physical Closed, Paper Open), and their unrealised or realised P/L. You can select the cut-off date ('End Date') to determine your P/L for that period and the close/settlement date of each trade is crucial as it will determine which month/year's P/L it will belong to. 

 

Portfolio Total P/L by Instrument Contract

 

Allows you to view, at a glance, the composition of assets within a portfolio and their financial positions (total P/L), according to their contract month and year - this includes both open and closed positions.

Value-at-Risk Model

Allows you to determine the measure of the degree of risk a portfolio is exposed to, by calculating how much an investor might lose with his/her portfolio, given a certain probability, within a certain time period.