Exotic Position Details

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To access the quantitative model/report, click on 'Dashboard' from the navigation sidebar on the left. Select the model/report from the drop-down list and click 'Create'. Click on the 'Settings' button (gear icon) at the top right corner of the model to set up your model/report.

About

The Exotic Position Details model provides a summary of your exotic trades' positions details comprising of various data as follows:

Column Name	Type	Details	Group Summary Row
EQUIV VANILLA ACTION	text	combination of BS and C/P
EQUIV UNDERLYING DIRECTION	text	S if SELL/ C or BUY / P B if BUY/C or SELL/P
EQUIV UNDERLYING QTY	Number, phy qty decimals	QTY if EQUIV UNDERLYING DIRECTION == B else -QTY will display according to your inputs in Trades>Exotic Trades
UNDERLYING PRICE	Number, futures price decimals	will display according to your selected product in Trades>Exotic Trades
SETTLEMENT DATE	date	only closed trade has settlement date, it means when trade is closed will display according to your inputs in Trades>Exotic Trades
INIT PRICE	Number, futures price decimals	will display according to your inputs in Trades>Exotic Trades
KNOCK IN PRICE	Number, futures price decimals	will display according to your inputs in Trades>Exotic Trades
KNOCK OUT PRICE	Number, futures price decimals	will display according to your inputs in Trades>Exotic Trades
SIZE	Number, phy qty decimals Buy = + Sell = -	QTY if BS == BUY else - QTY will display according to your inputs in Trades>Exotic Trades	yes
ANNU RATE %	Number, no limit	will display according to your inputs in Trades>Exotic Trades
KNOCK IN TRIGGERED 是否敲入	text	will display according to your inputs in Trades>Exotic Trades. Check if it is triggered for knock in, you can check price path rows if any knock in
KNOCK IN TRIGGERING DATE	date	will display according to your inputs in Trades>Exotic Trades, if knock in triggered, it will show the1st time triggered knock in date
KNOCKED OUT TRIGGERED 是否敲出	text	will display according to your inputs in Trades>Exotic Trades, will display if it is knocked out triggered, you can check in price path rows
POSITION COST 持仓成本	Number, futures price decimals	if C/P == C, STRIKE PRICE + PREMIUM / abs(SIZE) if C/P == P, STRIKE PRICE - PREMIUM / abs(SIZE)
INTEREST RECEIVED 到账收益	Number, amount decimal	sum up all interests values in price path rows	yes
P/L PROJECTION 预期收益	Number, amount decimal	if BS == SELL: PREMIUM if BS == BUY: empty	yes
REALIZED P/L 平仓盈亏	Number, amount decimal	closed trade: If BUY: OPTION SETTED VALUE - PREMIUM if SELL: PREMIUM - OPTION SETTED VALUE open trade: empty	yes
CURRENT LOST 收盘引发即时盈亏	Number, amount decimal	closed trade: empty open trade: current lost = current P/L if current P/L < 0	yes
CURRENT P/L 权益	Number, amount decimal	open trade: If buy: OPTION MARKET VALUE - PREMIUM if sell: PREMIUM - OPTION MARKET VALUE close trade: empty	yes

To categorise the trades according to your needs, you can reorganise your data by dragging-and-dropping the columns at the top of the table to 'set row groups'. Columns like Total Equity etc will be summed up accordingly.

Navigation

To access the quantitative model/report, click on 'Dashboard' from the navigation sidebar on the left.

Select the model/report from the drop-down list and click 'Create'. Click on the 'Settings' button (gear icon) at the top right corner of the model to set up your model/report.

Sharing Model/Report/Dashboard

To share the model with your group members, click on the "Share" button next to the Title of the model followed by the email address of the group members you want to share it with. Once submitted, the model will appear in the Dashboard>Group Dashboard of the selected group members.

This is different from sharing individual or entire Dashboard models/reports, which allows any user who may or may not be users of MAF Cloud to access the individual model/entire dashboard via the shared web link (link will expire in 8 hours). In Group Dashboard, only group members can access the shared models/reports.

Group Rows

You may also group the rows (liken to the pivot table function in Microsoft Excel) to view the grouped data by dragging any column headers into the “row groups” section as highlighted:

The data in the table will be grouped according to your setting and you may drag multiple column headers into the “row groups” section to group them as necessary.