Welcome Guest, you are in: <root>T4 Admin GuideT4 AndroidT4 APIT4 API 40T4 API FIXT4 Chart Scripting GuideT4 Client FAQT4 Client GuideT4 iOST4 MobileT4 VideosT4 WebTrader • Login

Page History: Portfolio Analysis Views

Compare Page Revisions

42 41 40 39 38 37 36 35 34 33 32 31 30 29 28 27 26 25 24 23 22 21 20 19 18 17 16 15 14 13 12 11 10 9 8 7 6 5 4 3 2 1 0 Current 42 41 40 39 38 37 36 35 34 33 32 31 30 29 28 27 26 25 24 23 22 21 20 19 18 17 16 15 14 13 12 11 10 9 8 7 6 5 4 3 2 1 0

« Older Revision - Back to Page History - Newer Revision »

Page Revision: 2016/07/06 08:07

Site Under construction will be up Shortly. Please contact support@ctsfutures.com If you have any questions.

Default

• View Name: This is name of the view.

  Details:

  • The view's name can be changed by typing over the name.
  • Each view should be named to identify its purpose.
  • The view can be configured by a variety of the pararmeters.
• Clear All: Clear the everything in this view.
• Select All: Select everything for this view

Slide Reports

• Underlying Price: Show underlying price on the contract month and month slide reports at each step.

  Comments:

  This cannot appear in the net slide nor contract slide.
• Interval Change: Show the interval change of the slide increment at each step on most slide reports at each step.

  Comments:

  This cannot appear in the net slide.
• Chg to Theo P&L: Prior Day Inventory Only: Show the change to theoretical profit and loss for the prior day inventory on the slide reports at each step.
• Chg to Theo P&L: today's Trades Only: Show the change to theoretical profit and loss for today's trades on the slide reports at each step.
• Chg to Theo P&L: Show the change to theoretical profit and loss on the slide reports at each step.
• Chg to Theo P&L Chg: how the change to theoretical profit and loss change on all slide reports at each step.
• PE Shock Matrix: Slide per step: Show position equity shock matrix slide on all slide reports at each step.
• PE Shock Matrix: Slide & Vol per step: Show position equity shock matrix with slide and volatility shock on all slide reports at each step.

  Comments:

  The amount of the volatlity shock is configured in the portfolio analysis window's properties.
• PE Change: Shock Matrix Slide per step: Show the change in position equity shock matrix slide on all slide reports at each step.
• PE Change: Shock Matrix Slide & Vol per step: Show the change in position equity shock matrix with slide and volatility shock on all slide reports at each step.

  Comments:

  The amount of the volatlity shock is configured in the portfolio analysis window's properties.
• PE Change: Shock Matrix Vol per step: Show the change in position equity shock matrix with volatility shock on all slide reports at each step.

  Comments:

  The amount of the volatlity shock is configured in the portfolio analysis window's properties.
• PE Change at Expiration Slide: Show the change to position equity at expiration on all slide reports at each step.
• PE at Expiration Slide: Show position equity at expiration slide on all slide reports at each step.
• PE Change Shock Impact: Show position equity change for the shock impact on all slide reports.
• EMM(Est. Maint Margin): Show the estimated maintenance margin on the net slide reports at each step.

  Comments:

  This can only be displayed on the net slide report.
• EMM Variance Scan: Show the estimated maintenance margin variance scan on the net slide reports at each step. This assists if projecting the estimated maintenance margin given a small incremental move in the underlying. It creates a margin if the underlying goes up (upper variance scan) and if the underlying goes down (lower variance scan).

  Comments:

  This can only be displayed on the net slide report.
• EIM(Est. Init. Margin): Show the estimated initial margin on the net slide reports at each step.

  Comments:

  This can only be displayed on the net slide report.
• EIM(Variance Scan: Show the initial maintenance margin variance scan on the net slide reports at each step. This assists if projecting the estimated initial margin given a small incremental move in the underlying. It creates a margin if the underlying goes up (upper variance scan) and if the underlying goes down (lower variance scan).

  Comments:

  This can only be displayed on the net slide report.
• Delta: Show delta on all slide reports at each step.

  Details:

  • Delta is hedge ratio and the equivalent underlying risk.
• Expiry Delta: Show expiry delta on all slide reports at each step.

  Details:

  • Expiry Delta is amount of delta given zero days to expiry.
• Vega $: Show vega in dollars on all slide reports at each step.

  Details:

  • Vega Dollars is amount of volatility risk given a one percentage change to volatility.
• Gamma: Show gamma on the all slide reports at each step.

  Details:

  • Gamma is amount of change of delta given one tick change in the underlying.
• Theta $: Show theta on all slide reports.

  Details:

  • Theta Dollars is amount of change in dollars given one day out.
  • Positive = profit
  • Negative = loss.
• OEV: Show OEV on the month slide report.

  Details:

  • OEV is the number of long or short options equivalent to the number of at the money options on a vega basis.
• OEG: Show OEG on the month slide report.

  Details:

  • OEG is the number of long or short options equivalent to the number of at the money options on a gamma basis.
• OET: Show OET on the month slide report.

  Details:

  • OET is the number of long or short options equivalent to the number of at the money options on a theta basis.
• COEV: Show COEV on the net, contract, contract month slide reports.

  Details:

  • COEV is the number of long or short options equivalent to the number of at the money options on a vega basis.
  • COEG: Show COEG on the net, contract, contract month slide reports.

    Details:

    • COEG is the number of long or short options equivalent to the number of at the money option on a gamma basis.
  • COET: Show COET on the net, contract, contract month slide reports.

    Details:

    • COET is the number of long or short options equivalent to the number of at the money options on a theta basis.
  • Delta Time: Show delta time on all slide reports.

    Details:

    • DeltaTime is the amount of change to delta given a one day out.
  • Vega Time: Show vega time on all slide reports.

    Details:

    • VegaTime is the amount of change to vega given a one day out.
  • DeltaVol: Show DeltaVol on all slide reports.

    Details:

    • DeltaVol is the amount of change to delta given a 1% change to volatility.
  • VegaVol: Show vega volatiliy in dollars on all slide reports.

    Details:

    • VegaVol is the amount of change to vega given a 1% change to volatility in dollar terms.
  • Delta Interest Rate: Show delta interest rate on all slide reports.

    Details:

    • The amount delta will change by given interest rate increase by 1%.
  • Net Upside Downside Count: Show the net amount of upside and downside options inventory on the slide reports.
  • Net Count: Show the net option inventory count on the slide reports.
  • Above Below Underlying Count: Show the net amount of options inventory above and below on the slide reports.
  • Skew Risk Dollars: Show the skew risk in dollars on the slide reports.
  • Skew Risk Delta: Show the skew risk of delta on the slide reports.
  • Skew risk Vega: Show the skew risk of vega on the slide reports.

  Inventory and Vertical Greek Reports

  • Call & Put Inventory: Show call and put inventory on the account inventory.

    Details:

    • This does not appear in the vertical greek nets.
  • Strike Distance Percentage:: Show the amount the underlying would need to change by to reach the strike in percentage terms.

    Details:

    • This does not appear in the vertical greek nets.
  • Strike StDev DTE: Show the standard deviation based on days to expiry for the strike.

    Details:

    • This does not appear in the vertical greek nets.
  • Strike StDev Show the standard deviation for the strike. The standard deviation is anuualized.

    Details:

    • This does not appear in the vertical greek nets.
  • Volatility: Show strike volatility on the account inventory.

    Details:

    • This does not appear in the vertical greek nets.
  • Prices: Show prices on the account inventory.

    Details:

    • This does not appear in the vertical greek nets.
  • Chg to Theo P&L Prior Day Inventory Only: Show the change to theoretical profit and loss for the prior day inventory on the vertical greek net report.
  • Chg to Theo P&L Today's Trades Only: Show the change to theoretical profit and loss for today's trades on the vertical greek net report.
  • Chg to Theo P&L Show the change to theoretical profit and loss on the vertical greek net report.
  • Net Equity: Show the net equity on the account inventory and vertical greek net report.
  • Net Delta: Show net delta on the account inventory and vertical greek nets.
  • Net Expiry Delta: Show net expiry delta on the account inventory and vertical greek nets.
  • Net Vega $: Show net vega $ on the account inventory and vertical greek nets.
  • Net Gamma: Show net gamma on the account inventory and vertical greek nets.
  • Net Theta$: Show net theta dollars on the account inventory and vertical greek nets.
  • Net OEV: Show net OEV on the account inventory and vertical greek nets.

    Details:

    • OEV is the number of long or short options equivalent to the number of at the money options vega basis.
  • Net OEG: Show net OEG on the account inventory and vertical greek nets.

    Details:

    • OEG is the number of long or short options equivalent to the number of at the money options gamma basis.
  • Net OET: Show net OET on the account inventory and vertical greek nets.

    Details:

    • OET is the number of long or short options equivalent to the number of at the money options theta basis.
  • Net Delta Vol: Show net delta vol on the account inventory and vertical greek nets.

    Details:

    • DeltaVol is the amount of change to delta given a 1% change to volatility.
  • Net Vega Vol: Show net vega vol on the account inventory and vertical greek nets.

    Details:

    • VegaVol is the amount of change to vega given a 1% change to volatility.
    ",

  Account Reports

  • Account Name: Show the account name on the account net report.
  • Worst Case Shock Impact: Show the worst case shock impact in dollars on the account net report.
  • Risk Number Percentage Used: Show the percentage of the risk number used on the account net report.
  • Worst Case Shock Impact Location: Show the worst case shock impact's location on the account net report.
  • Risk Number: Show the risk number on the account net report.
  • Shock Impact Settings: Show the risk number on the account net report.
  • Chg to Theo P&L: Show the change to theoretical profit and loss on the account net report.
  • Delta: Show the net delta on the account net report .
  • Vega: Show the net vega on the account net report.
  • Gamma: Show the net gamma on the account net report.
  • Theta: Show the net theta on the account net report.
  
  
  
  
  
  • Back to T4 Client Guide
    

Trade how you want, where you want

support@ctsfutures.com (312) 939 0164

2 Pierce Pl, Suite 200, Itasca, IL 60143

© 2009-2023 Cunningham Trading Systems LLC All rights reserved.