Page History: Slide Risk Reports
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Page Revision: 2016/08/16 08:18
You can easily choose between multiple Slide reports by clicking the dropdown menu and select the appropriate report for your needs.
- Net Slide Aggregates the entire account (or group account) position into one slide. This combines Greeks derived from all inventory in the account, i.e. +2 corn deltas, -5 crude oil deltas, +1.5 gold deltas would be displayed as -1.5 net deltas for the account. Note that as a result of aggregating all products and expirations this slide will not show any underlying futures prices.
- Contract Slide Aggregates the position in each product regardless of expiration, but separates products. This will keep all corn positions separate from all crude oil, thereby providing a net delta for corn and a separate net delta for crude oil. Note that as a result of aggregating all expirations in each product this slide will not show any underlying futures prices.
- Contract Month Slide Separates the position in each underlying futures expiration, but does not show serial option expirations separately. For example, if Nov and Dec corn options both use Dec corn futures as their underlying, a position that is +4 Nov deltas and -4 Dec deltas will show a net delta of 0 for Dec corn.
- Month Slide Separates the entire position based on individual option expirations, creating separate sections for each serial option expiration. For example, if Nov and Dec corn options both use Dec corn futures as their underlying, a position that is +4 Nov deltas and -4 Dec deltas will display those separate deltas and will not show an overall delta of 0 for the Dec underlying.
- Combined Slide Displays a comprehensive list of all the information contained in the above slides in a printable format. Nets are displayed above each progressively more specific set of data, with indentations and color coding to enhance legibility. Each level of the report (net, contract, contract month, and month) can be hidden via check boxes in the properties window of the combined slide.
- Portfolio Analysis Properties Opens the properties for the portfolio analysis window. Note that some properties will be hidden depending upon which tab or slide is currently selected.
- Expand/Collapse Toolbar Shows or hides extra tools, such as the print and views buttons.
- New window dropdown Menu that can open a new option strategies window, strategy solver, or portfolio analysis window. If a new portfolio analysis window is chosen it will be a duplicate of the current portfolio analysis window.
- Print/Save/Copy Menu that allows the current window to be printed, saved as a PDF, copied to the computer’s clipboard, or saved to an Excel file.
- Views Menu that switches views for all tabs and slides of the portfolio analysis window. Views can be added, deleted, and customized in the main properties window under Options>Portfolio Analysis>Views.
- Account Menu that shows the account the portfolio analysis is currently analyzing as well as a list of all available accounts. Switching accounts can be done by scrolling through and clicking on the desired account or by typing the desired account directly.
- Expand/Collapse all groups The “plus” sign will expand all groups that have been collapsed, while the “minus” sign will collapse all groups. This is useful for quickly finding a particular area of an account with a large position without scrolling through each group separately. NOTE: This is not view able on the Net Slide, or the Combined Slide.
- Move left/center/right Shifts the slide report up or down relative to underlying futures. For example, instead of seeing 2 steps up and 2 steps down from the at-the-money slide, the report can be shifted so that the at-the-money slide and 4 steps up are shown. Hitting the white button between the left and right arrows will center the report on the at-the-money slide.
- Add slides The arrows pointing away from each other will add an extra step up and down for each click, up to a maximum of 8 steps.
- Subtract slides The arrows pointing toward each other will remove a step up and down for each click, down to a minimum of just showing 1 slide.
Each report on in the portfolio analysis window allows to easily create and toggle between multiple views. To create your views you can go to your Global Properties
Portfolio Analysis Views
TIP
Once you have created your views you can easily toggle between your views by clicking on the views tab. This is a very helpful because it allows you to create a compact view with only what you want to see while you are trading, but be able to toggle to a more advanced view with more columns on it to review when you are less busy or to just confirm something quickly while trading.