RiskEdge screens and reports help you monitor, scan, visualize, analyze and archive real-time portfolio and single stock risk. Available as in standard and user-defined formats.
Delta and Gamma hedging tools per underlyer or for a basket of names
Real-time edge monitoring tools to make position adjustments, sizing and capital allocation decisions
Historical portfolio risk snapshots and trends for capital allocation decisions, strategy performance analysis, and other business intelligence
Portfolio constructions tools that can show risk balance or concentration for a portfolio or aggregation group
Daily trade activity
Options contracts due to expire shortly, i.e., pin risk
Greek and profitability values for individual positions or an entire portfolio
P&L attribution based on Greeks, e.g., portfolio P&L, explained by position Delta, Gamma, Vega, Theta
Historical and implied volatility by position
Earnings and dividends and their impact on estimated values and risk sensitivity
Call and put exercise screens and alerts
Prices and profitability of contracts and underlying shares
Functionality
Filter and arrange portfolio risk data as you see fit
Export values from any screen or report to an Excel spreadsheet
Create custom risk scenarios for what-if analysis
Use proprietary tools for evaluating and modeling portfolio sensitivity surrounding earnings announcements
Define volatility levels to manage edge in portfolio
Integration
You can integrate RiskEdge with VolEdge volatility trade screening and idea generation tools, with Mosaic single stock analysis tools, and with third-party trading systems.
