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Page History: Portfolio Analysis Properties

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Page Revision: 2016/07/06 10:45

Save as default & Copy

1. Layout: Sets the default window.
2. Save: Saves copy of the window settings. Note this is stored and can be edited in the Window Management

General

3. Mode Type: Set the mode for this portfolio analysis window.
   • Default = Midpoint or static
   • Settlement = use settlements
   • Prelim Settlement = use preliminary settlements
4. Inventory Type: Set the inventory type for this portfolio analysis window.
   • All
   • Current Day
   • Previous Day
5. Step Interval Type: Override the step interval type for this portfolio analysis window.
   • Default = Series
   • Percentage
6. Step Percentage: Override the step intervals' percentage amount for this portfolio analysis window.
7. Apply Weighted Greeks: Apply the weighting to the greeks to this portfolio analysis window. The amount of the weighting is set in the model management.
8. Disable Live Updates Disable the live updates in this window. A change to the underlying future will not force the report to recalculate.

   Comments:

   • When switching reports, a new live snapshot will occur once and then live updates will not continue.
   • If you want to set a specific price: set the underlying price statically.

   PE(Position Equity)Shock Matrix per Step

9. Shock Matix Type: Choose the shock matrix type for this window.
   • Default = Shock matrix settings are in the series area of the model management. This setting is shared by all option contracts of the same underlying contract.
   • Manual = Set for this window.

   Also Known As:

   • Position Equity = PE
10. Volatility: The amount of volatility to shock the position equity matrix per step.

    Also Known As:

    • Position Equity = PE
11. Is Percentage of Volatility: Choose whether the volatility shock matrix per step is percentage of volatility.
    • Unchecked = Vol + Vol Shock
    • Checked = Vol + (Vol * Vol Shock)

    Shock Impact

12. Shock Impact Type: Choose the shock impact type for this window.
    • Account = Shock impact settings are in the admin screen.
    • Manual = Shock impact settings are in the series area of the model management.This setting is shared by all option contracts of the same underlying contract.

    Also Known As:

    • Position Equity = PE

    What if Scenario

13. Apply: Apply the what if scenario to this portfolio analysis window.
14. Vol. Adjustment: The amount all volatilities are adjusted by when the what if scenario is applied.
15. Vol Adj Is Percentage: Choose whether the what if volatility is percentage of volatility.
    • Unchecked = Vol + Vol Shock
    • Checked = Vol + (Vol * Vol Shock)
16. Adjust DTE by: Days to Expiry (DTE) what if SCENARIO.
    • The amount all days to expiry (DTE) are adjusted by when the what if scenario applied.
17. Slide Increment Factor: Slide increment multiplier for the what if scenario.
    • The amount the slide increment is multiplied by when the what if scenario is applied.

    Also Known As:

    • Slide Increment Factor = SIF

    Display

18. Crosshair Type: Choose the type of crosshairs when hovering over the analyzer grid. The crosshairs make the font bold.
    • None
    • Cell
    • Row
    • Column
    • Row and Column
19. Select Type: Choose the type of selection when the mouse is pressed down on the analyzer grid.
    • None
    • Row
    • Multiple Rows

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