General information

Software Introduction

VIEWS

VIEW BREAKDOWN

PERSPECTIVES

PORTFOLIO

QUERY

WATCH LIST

Portfolio Trade Profile

The Portfolio Trade Profile view displays trade statistics for selected portfolios.

View Tab

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  • Double click the view tab to maximize the view full screen. Double click it again to restore.
  • Right mouse click on the view tab to open the view popup menu.
  • Click
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  • in the view tab to close the Portfolio Trade Profile view.
  • Left mouse click the view tab and hold down the mouse button to move the Portfolio Trade Profile view. Release the mouse button to place it.

View Toolbar

The View Toolbar contains controls and settings specific to the Portfolio Trade Profile view. Mouse hover over a button to see its tooltip.

Table to Spreadsheet button

  • Click
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  • to export the Portfolio Trade Profile table to a spreadsheet (sorting applied prior to exporting will be preserved in the spreadsheet).

Information Displayed

  1. Portfolio Name – name of the portfolio
  2. Ave Trds P/W – average number of trades per week over the life of the portfolio
  3. Ave Trds P/W SD – standard deviation of the average trades per week number (provides a potential range for the average number of trades)
  4. Ave Days Long – average number of days a Long position is held in any security within the portfolio
  5. Ave Days Long SD – standard deviation of the average number of days a Long position is held (provides a potential range)
  6. Ave Max Days Long Pos. – average of all of the maximum days a Long position is held in each security
  7. Ave Cur. Durations – average of all of the current Long position durations in the portfolio
  8. # Pos. Below Mean – number of securities that have Long positions that are below their average Long position duration
  9. # Pos. Above Mean – number of securities that have Long positions that are above their average Long position duration
  10. Ave Long Pos. P/D – average number of positions held in the portfolio on a daily basis over the portfolio’s entire history (used in determining the Initial Allocation Factor and useful when manually overriding the Initial Allocation Factor calculated by the system)
  11. Ave Long Pos. P/D SD – standard deviation of the number of positions held on a daily basis over the portfolio’s entire history (when used in conjunction with the Ave Long Pos. P/D it is useful in determining an expected range of Open Positions over the history of the portfolio)
  12. Min Long Pos. P/D – minimum number of positions held in the portfolio on a daily basis over the portfolio’s entire history
  13. Max Long Pos. P/D – maximum number of positions held in the portfolio on a daily basis over the portfolio’s entire history‍
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