Portfolio Top View Model
- IT Support
- Charles (Unlicensed)
Return to Overview
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 Portfolio Top View model displays several key indexes of the selected portfolio‘s paper trade positions, including changes in trade, net P/L (profit or loss) and Delta. Products with open positions in the selected portfolio will be automatically displayed in the columns, and their respective contract month and year will be displayed in the rows section. The total amounts will be calculated by system automatically, making it convenient for users to monitor the paper trade positions from a comprehensive perspective.
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.
Guide
Portfolio | Select a portfolio of interest. User must allocate paper trades into the portfolio, and select the portfolio from the dropdown list in the app in order to view the data. If there are open paper trades positions in the selected portfolio, the details will appear in the app; otherwise, it will be empty and displayed as “No Valid Open Positions”. Selecting “Default Portfolio” from the portfolio drop down list will display all the portfolios' available data. |
Public/Proprietary | Select public market data or proprietary market data to determine the market data prices used to calculate the P/L or positions accordingly. Please note that if the proprietary (private) market data for certain dates are not input here eg 1 May to 10 May price is input but not 9 May, when you select private data when viewing the portfolio and using the models in Dashboard (eg for trades with trade date on 9 May but private data is not available), the system will use the latest date's settlement price (10 May) to perform the calculations. |
Duration | Select the start and end date to determine the range of period and cut-off date for the calculations of P/L. Start Date will be the start of the year (eg 1 Jan 2021) by default. End Date will be today's date by default. You are fill to edit the dates as necessary. 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 | End Date: Can use Existing Calculated Data or Historical Saved Data for comparison:
Please refer to below section to learn more. |
Position Conversion | Click on Add button to add new row and Delete (red bin) button to delete existing row. Select PRODUCT from the drop down list and key in the Delta Coefficient (DELTA CO)
If Position Conversion function has been set up, DELTA value in app = PRODUCT * DELTA CO.
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Comments |
Input
Name | Description | Type | Example |
|---|---|---|---|
Portfolio | Portfolio selected. | Portfolio (Selection) | ABC |
Start Date | Start of product time-series. | Date (YYYY-MM-DD) | 2015-06-01 |
End Date | End of product time-series. | Date (YYYY-MM-DD) | 2019-06-14 |
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. | Checkbox | - |
Comments | Useful for documentation purposes or for settings description. | Text | - |
Output
| Description | Type |
|---|---|---|
Product/Strategy Information | The Portfolio Top View model displays several key indexes of the selected portfolio‘s paper trade positions, including changes in trade, net P/L (profit or loss) and Delta. Products with open positions in the selected portfolio will be automatically displayed in the columns, and their respective contract month and year will be displayed in the rows section. The total amounts will be calculated by system automatically, making it convenient for users to monitor the paper trade positions from a comprehensive perspective. The difference in P/L between END DATE and selected last record date’s historical saved data will be reflected in CHANGES (CHG) row in the app. You can reorganise your data by dragging-and-dropping the columns at the top of the table to 'set row groups'. Only open positions will appear in the app. COMPARE DATE: Allow user to choose which date to compare with for CHANGES (CHG) “Daily Change”. If left empty, the app will automatically use the last record date’s historical saved data to compare against. | Text |
Example
CHG (CHANGE) under ROW_KEY: Determined by the change in P/L between a date range, for example; change in P/L between today’s date (End Date) and yesterday’s date (Compare Date).
End Date: Will be today’s date by default, can be selected in the Settings page. You may change the date as necessary.
Compare Date: Act as the comparison date for End Date, must be between Start Date and End Date, can be selected at the top left corner of the app. You may change the date as necessary.
You can decide the types of data to use to calculate the change in P/L between End Date and Compare Date:
1. Existing Calculated Data - After selecting Start Date and End Date in the Settings page, trades you have uploaded will be automatically calculated and displayed in the app. You can save the data into the system database to prevent it from being affected by any changes in calculations, for P/L comparison purposes. This data will be known as Historical Saved Data, please refer to below for more information.
2. Historical Saved Data - Refers to the saving of a selected dataset into the system database which will remain unchanged regardless of any changes to existing calculated data.
Select the End Date in Settings page and the respective data ending on the selected End Date will be calculated and displayed.
Click on the Save button at the top bottom corner of the app and the data will be saved in the system database as historical data. This means that regardless of any changes in your trades for the specific End Date after you have saved the historical data e.g. you change quantity/price of the trades, the historical data that you have saved in the app will remain in the database for P/L comparison purposes, and will not change unless you click on Save button again to save the latest data for the same End Date in Settings.
End Date: Can use Existing Calculated Data or Historical Saved Data for comparison against Compare Date:
The Historical check box in Settings page is used to determine if you want 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 use historical saved data to compare against Compare Date data
untick the Historical check box to use existing calculated data to compare against Compare Date data
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).
Compare Date: Will always use Historical Saved Data for comparison. If Historical Saved Data is not available (no data is saved for the specific Compare Date), CHG (CHANGE) under ROW_KEY will not change since data on Compare Date will be empty or 0.
The Compare Date button on the top left corner of the app will be empty by default, which means that the End Date will automatically be compared with the last record’s data(Make sure that the last record’s data has been saved as Historical Saved Data). You may change the date as necessary and the respective End Date will be used to compare against it and determine the CHG value.
Functionality
Please refer to Table Settings for table functionalities.
Definition of Terms
Please refer to List of Definitions: Trades.
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