Customised Index Model
- IT Support
- Snakehead
- e0031959 (Unlicensed)
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About
The Customised Index model allows users to create their own indices and visualise the trend of those indices. Users will first select the products of interest with each product being assigned a variable (a,b,c etc). The user can then key in a mathematical expression using these variables to create a customised index, in which its time-series is then displayed by the model. This allows users to create intricate formulas tailored to their specific needs.\
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:
Guide
| Name | Image/Description |
|---|---|
| Duration |
Select the start and end date of the time series. |
Product(s) |
Input product(s) of interest under 'Product'. If it is a future continuous contract, tick checkbox 'CONT' and fill in the 'Serial No.'. For more information, please refer to Futures Continuous Contract Data Setting. Otherwise, select the 'Contract Month' and 'Contract Year' for the product(s) of interest. Click 'Add Product' to enter a new product. Click 'red box with an X sign' icon to delete any unused product fields. |
| Select Unit |
Select the unit for the product. You may leave it as "Default". For more information about other units, please refer to Select Unit (Data Transformation Tool). |
| Formula |
Input the desired formula using the variables. |
| Comments |
The inserted comments will be displayed at the bottom of the application. This can be useful for documentation purposes or for settings description. |
Input
| Name | Description | Type | Example |
|---|---|---|---|
| Start Date | Start date of customised index. | Date (YYYY-MM-DD) | 2015-06-01 |
| End Date | End date of customised index. | Date (YYYY-MM-DD) | 2019-06-14 |
| Product(s) | Product(s) of interest. | Product Name | Sugar #11, Sugar #16 |
| Contract month. | Month | July | |
| Contract year. | Year | 2019 | |
| Continuous contract (for more information, please refer to Futures Continuous Contract Data Setting). | Checkbox | - | |
| Serial number of starting futures contract (for more information, please refer to Futures Continuous Contract Data Setting). | Numerical Value | 1 | |
| Unit (for more information, please refer to Select Unit (Data Transformation Tool)). | Unit | Default | |
| Formula | Formula (use alphabets for the product indices, and +,-,x,/,^ for basic mathematical operations). | Text | a+b |
| Comments | Useful for documentation purposes or for settings description. | Text | - |
Output
Name | Description | Type |
|---|---|---|
| Graph | The Customised Index will appear as a time series on the graph. | Plot |
Example
Customised Index model can be used to compute the total value of different products, such as the combined asset holdings of 3 central banks.
Functionality
Displayed below are some noteworthy user interactions you can find on this application.
Name | Description | Interaction |
|---|---|---|
| Multi Tooltip Lines (Vertical and Horizontal) | Mouse-over the time-series section of the graph and a circle will appear with a tooltip displaying the X-axis value ('Date') and the Y-axis value ('Price') of that point.
| Plot Element |
Click to access: