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Fields per Report for Trader Personalities

The tables below show the fields that are included in each report by default for the three Trader Personalities.

Portfolio Report
Derivatives Equity Long/Short Equity Hedged
头寸 头寸 头寸
价格 价格 价格
值 Long Value 值
Weight Short Value Weight
贝塔系数 （Beta） Gross Value 贝塔系数 （Beta）
Weighted Beta 值 Weighted Beta
Beta Delta Dollars Weight Beta Delta Dollars
  Weight  
  贝塔系数 （Beta）  
  Weighted Beta  
  Long Beta Delta Dollars  
  Short Beta Delta Dollars  
  Beta Delta Dollars  

 

Risk by Position Report
Derivatives Equity Long/Short Equity Hedged
头寸 头寸 头寸
价格 价格 价格
Delta 值 值
Gamma Value % GMV Value % NLV
Bega 贝塔系数 （Beta） 贝塔系数 （Beta）
Theta Weighted Beta Weighted Beta
Weighted Beta    

 

Risk by Underlying
Derivatives Equity Long/Short Equity Hedged
头寸 头寸 头寸
价格 价格 价格
值 Long Value 值
未实现的益&损 Short Value Value % NLV
VAR (on Equity tab) Gross Value 未实现的益&损
Delta Gross Value % GMV VAR (on Equity tab0
Delta Dollars 值 贝塔系数 （Beta）
Gamma Value % GMV Weighted Beta
Vega 未实现的益&损 SPX Delta
  VAR (on Equity tab) SPX Delta Dollars
  贝塔系数 （Beta） Beta Delta Dollars
  Weighted Beta  
  SPX Delta  
  Long SPX Delta Dolalrs  
  Short SPX Delta Dolalrs  
  SPX Delta Dollars  
  Long Beta Delta Dollars  
  Short Beta Delta Dollars  
  Beta Delta Dollars  

 

Risk by Industry
Derivatives Equity Long/Short Equity Hedged
头寸 头寸 头寸
价格 价格 价格
值 Long Value 值
未实现的益&损 Short Value Value % NLV
VAR (on Equity tab) Gross Value 未实现的益&损
Delta Gross Value % GMV VAR (on Equity tab0
Delta Dollars 值 贝塔系数 （Beta）
Gamma Value % GMV Weighted Beta
Vega 未实现的益&损 SPX Delta
  VAR (on Equity tab) SPX Delta Dollars
  贝塔系数 （Beta） Beta Delta Dollars
  Weighted Beta  
  SPX Delta  
  Long SPX Delta Dolalrs  
  Short SPX Delta Dolalrs  
  SPX Delta Dollars  
  Long Beta Delta Dollars  
  Short Beta Delta Dollars  
  Beta Delta Dollars  

 

Risk by Country
Derivatives Equity Long/Short Equity Hedged
头寸 头寸 头寸
价格 价格 价格
值 Long Value 值
未实现的益&损 Short Value Value % NLV
VAR (on Equity tab) Gross Value 未实现的益&损
Delta Gross Value % GMV VAR (on Equity tab)
Delta Dollars 值 贝塔系数 （Beta）
Gamma Value % GMV Weighted Beta
Vega 未实现的益&损 SPX Delta
  VAR (on Equity tab) SPX Delta Dollars
  贝塔系数 （Beta） Beta Delta Dollars
  Weighted Beta  
  SPX Delta  
  Long SPX Delta Dolalrs  
  Short SPX Delta Dolalrs  
  SPX Delta Dollars  
  Long Beta Delta Dollars  
  Short Beta Delta Dollars  
  Beta Delta Dollars  

 

Plot Data by Underlying
Derivatives Equity Long/Short Equity Hedged
头寸    
价格    
值    
未实现的益&损    
P&L for the Day    
3%    
6%    
9%    
12%    
15%    

 

Risk by Position Report (Bond Tab)
Derivatives Equity Long/Short Equity Hedged
头寸 头寸 头寸
价格 价格 价格
值 值 值
Duration Long Duration Duration
Convexity Short Duration Convexity
Dv01 Long Convexity Dv01
10 year Hedge Short Convexity 10 year Hedge
  Dv01  
  10 year Hedge  

 

Risk by Industry (Bond Tab)
Derivatives Equity Long/Short Equity Hedged
头寸 头寸 头寸
价格 价格 价格
值 值 值
Duration Long Duration Duration
Convexity Short Duration Convexity
Dv01 Long Convexity Dv01
10 year Hedge Short Convexity 10 year Hedge
  Dv01  
  10 year Hedge  

 

Risk by State (Bond Tab)
Derivatives Equity Long/Short Equity Hedged
头寸 头寸 头寸
价格 价格 价格
值 值 值
Duration Long Duration Duration
Convexity Short Duration Convexity
Dv01 Long Convexity Dv01
10 year Hedge Short Convexity 10 year Hedge
  Dv01  
  10 year Hedge  

 

Risk by Country (Bond Tab)
Derivatives Equity Long/Short Equity Hedged
头寸 头寸 头寸
价格 价格 价格
值 值 值
Duration Long Duration Duration
Convexity Short Duration Convexity
Dv01 Long Convexity Dv01
10 year Hedge Short Convexity 10 year Hedge
  Dv01  
  10 year Hedge  

 

P&L Tab
Derivatives Equity Long/Short Equity Hedged
头寸 头寸 头寸
价格 价格 价格
值 Long Value 值
平均成本 Short Value 平均成本
未实现的益&损 Gross Value 未实现的益&损
P&L for the Day 值 P&L for the Day
  平均成本  
  未实现的益&损  
  P&L for the Day  

 

VAR Tab
Derivatives Equity Long/Short Equity Hedged
Scenario Exchange Rate Scenario Exchange Rate Scenario Exchange Rate
Exchange Rate Change (%) Exchange Rate Change (%) Exchange Rate Change (%)
Scenario Price Scenario Price Scenario Price
Price Change (%) Price Change (%) Price Change (%)
Base Value Base Value Base Value
Scenario Value Scenario Value Scenario Value
Value Change Value Change Value Change
  VAR % GMV VAR % GMV

 

Margin Sensitivity
Derivatives Equity Long/Short Equity Hedged
Position Size    
值    
Position Increment    
Value Change (increase)    
Maintenance Margin Change (increase)    
Initial Margin Change (increase)    
Position Decrement    
Value Change (decrease)    
Maintenance Margin Change (decrease)    
Initial Margin Change (decrease)    

 

See details on Trader Personalities.