Paper Trades - Dashboard Models/Reports Summary
- IT Support
Please refer to below to learn more about the quantitative models/reports associated with Paper Trades in MAF Cloud.
Table of Contents:
- 1 Paper Trades
- 1.1 Counterparty Position Risk Summary
- 1.2 Daily Pricing Position Change
- 1.3 Futures Account
- 1.4 Fund NAV Report
- 1.5 FX Exposure
- 1.6 Group P/L
- 1.7 Hedge Ratio
- 1.8 Historical Group P/L
- 1.9 Open Position Details
- 1.10 Portfolio Grid
- 1.11 Position Matrix
- 1.12 Portfolio Performance Chart
- 1.13 Portfolio P/L Details
- 1.14 Portfolio Total P/L by Instrument Contract
- 1.15 Value-at-Risk Model
Paper Trades
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. | |
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"). | |
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. | |
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. |