Friday 25 November 2011

About the VX Demo.

The VX Demo is designed to show you how to solve a common business problem: The discovery of your best and worst traders in a given time.

By discovery we mean: to find out who, when and how.

Who
Order your table by P&L and you will find your worst and best traders. Our best trader is account D865 with a profit of 845,718 $



When
Now, if you explode p&l into a chart you will see that this account was doing well in the morning (a peak around 9:00 am). The early afternoon is pretty bad (around 14:00 am) is really in a bad state. But then,there is a recovery and by 19:00 pm this account has a profit over 500k.



Why
Our next level drill down shows us the contracts. Account D865 actually traded only 8 contracts all day. He did actually do badly with 4 of them, particularly with CME Japanese Yen. Yet, trading the CME Australian Dollar was the reason he did so well.





Final Words 
Before I conclude, let me remind you that your view can be easily configured to build different pivot tables. For instance, what if you wanted to see the performance of a certain trader by security type ? Just put the security type on top of your view and you will be able to slice your data by options and futures.



In this last picture you can see that account L260 was quite successful in tradinx Eurex Eurostoxx 50 opt.

Thanks

No comments:

Post a Comment