Reports    

Specially designed risk reports give large trading operations like FCM's (Futures Commission Merchants) and Stock brokerages a choice of detailed or condensed risk reports that are segregated by instrument and account. These reports also highlight accounts that exceed user-defined risk parameters. Simulations including normal and VaR, Position Details, and Grid Sheets can be printed or exported to a file in a batch process.

From the Page Directory the report batch setup can be implemented. A Batch Function Editor lists all of the directories that the user is permitted to view and the account pages listed in them. All accounts can be selected for reports regardless of type.

To the right of each directory or account four columns list the selections of the report type that are available. P=Position, V=Value-at-Risk, S=Simulation and G=Grids. Once the settings have been defined, click on the Run button to execute the Batch Reports.

 

 

Print options allow for the customization of the reports that will be printed.

Positions in the report can be condensed or full-detail.

Term history values write the values for each of the terms to the database for display in Strategist. This displays the changes of any Greek, equity or volatility from one day to the next.