Dashboard - Quantitative Models & Reports 101
Create/Manage Quantitative Models & Reports
1. After allocating paper trades (and physical trades) into the portfolio, you may create quantitative models and reports to determine the performance of your portfolios/trades. Please click on Dashboard>Individual from the navigation sidebar on the left to access the Dashboard page.
2. Various quantitative models/reports can be created and displayed in the dashboard. If you need to customise any models/reports, please notify us at support@mafint.com. You can select a model/report in the drop-down list and click 'Create' to create a new model/report.
The model/report you have just created will be displayed as empty at the beginning, which requires you to set up the details by clicking on the Settings (gear icon) button at the top right corner of the app.
Most Dashboard Models/Reports have similar steps. You may choose to select individual or multiple portfolios to be calculated and displayed. Please confirm other details in the Settings page before clicking Submit to proceed. You may edit the details anytime as necessary.
You may filter, arrange and categorise the rows, columns and groups according to your preferences, and may also enlarge the window accordingly.
Public/Proprietary:
PUB (PUBLIC) MARKET PRICE: If selected, the system will use the public market/settlement price obtained from various Exchange sources to perform calculations
PTY (PRIVATE/PROPRIETARY) MARKET PRICE: If selected, the system will use the proprietary market/settlement price that you have input/uploaded in https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/1577451575
Auto-Update：
Tick: Resets the dates to default once you leave the ‘Dashboard’ page.
Untick: Dates according to your settings remain unchanged once you leave the ‘Dashboard’ page.
Historical GPPL (related to Historical Group P/L app)：
The Historical check box in Settings page is used to determine if you want the Compare Date to use Existing Calculated Data or Historical Saved Data for P/L comparison. This means that if you have saved the historical data for the specific End Date, you may:
tick the Historical check box to compare End Date data against Compare Date (use historical saved data) - Compare with historical Group P/L data - Historical Group P/L data will be stored in database on a daily basis and once stored, it will not be updated. (MAF will only update for yesterday data so once user reload the Group P/L app, MAF will insert or update data if the end date is yesterday).
untick the Historical check box to compare End Date data against Compare Date (use existing calculated data) - Compare with Group P/L from open position calculation - Daily change of open position result will always use the latest position data to do calculations
If historical data is not available (no data is saved for the specific End Date), the respective CHG will remain as empty or 0 or the app will display a message (NO VALID OPEN POSITIONS).
For more information, please refer to https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/209977405.
3. We have provided samples of 4 quantitative models/reports as follows:
a. Group P/L
The system will automatically calculate P/L and daily changes, etc. according to the data you upload.
Daily Change: The daily change data is calculated by comparing yesterday and today's date by default (the system will automatically exclude Saturday and Sunday). If you want to choose another date to calculate the daily change, please click on the Compare Date button in the upper left corner, select the date and click submit, and the system will automatically calculate the data accordingly.
b. Portfolio P/L Details
The system will automatically categorise the paper trades and physical trades data you have uploaded into different position types (open paper trades positions, closed physical trades positions, commission etc.), allowing you to assess the performance of your trading portfolio at a glance.
c. Position Matrix
In the Settings page, please select:
Combination: Only show net open positions
Separate: Will display open positions as per normal
Positions are automatically calculated based on the data you upload.
d. Portfolio Performance Chart
The system will generate a portfolio performance chart based on the data you upload. You can choose to display single or multiple trading portfolios, categories or traders to view their P/L performance.
You must first input paper trades and physical trades data to generate the following figures: a. Positions and P/L data: Positions and P/L data (including any commission, expense and income and other costs, etc.) are calculated after paper trades and physical trades data are input.
Please assign the trade/item to tag them to the corresponding portfolio before saving the data. The system will then automatically calculate the positions and P/L according to your data and display in the model/report accordingly.
b. Initial Fund, Fund In/Out data: If necessary, you may input as follows:
Please assign the trade/item to tag them to the corresponding portfolio before saving the data. The system will then automatically calculate the positions and P/L according to your data and display in the model/report accordingly. |
Share Quantitative Models & Reports with Group Members
Share with Other Members via System
You may share your models/reports directly with your group members, reducing the need for each member to individually create each model/report in their account. For instance, you may choose to share certain models/reports with different departments such as Finance and Risk Management, allowing them to have direct overview of your team’s performance without the need to reinput data or create models/reports from their end. This function allows you to share models/reports to your group members only for data security reasons. Please click to learn how to create a group.
If you want to share the quantitative model/report with other group members, please click on the "Share" button in the upper left corner of the model/report.
Select the member you want to share the model/report with, and it will appear on the member's Dashboard>Group Dashboard page. You can also share it with yourself and it will appear in your Group Dashboard page.
Share with Others via Web Link
a. If you want to share the model/report to anyone (without MAF Cloud account) via a web link, such as clients, management, etc., please click on the Share button (paper airplane icon) in the upper right corner of the model/report to generate a temporary web link which will be automatically copied to your device’s clipboard. You may then send the web link to anyone and the temporary web link will expire after 8 hours. Please be assured that through this web link, others will only be able to view the model/report you want to share, and will not have any access to other details in your account.
You may copy and paste the web link in your own browser to take a look.
b. You can also share all the models/reports in the entire dashboard to others via link. Please click on the Share Dashboard button in the upper right corner of the dashboard to generate a temporary web link which will be automatically copied to your device’s clipboard. You can then send the link to anyone and the temporary link will expire after 8 hours.
Please be assured that through this web link, others will only be able to view the model/report you want to share, and will not have any access to other details in your account.