| Position Analyzer | |
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Position Analyzer
provides the functions of both a simulation and a position analysis report
in one program. The program is part of the SCOTS
and Strategist basic
systems. From either program an existing position can be reported or dispalyed
by month with all of the associated Greek information.The simulation can
be generated with the net exposure for any term or for all of the months.
Tilts have been incorportated
to enhance the sensitivity of the combined analysis of an instrument and
the terms traded. Each term can be adjusted so that their weight correlates
with other terms. |
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