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Performance Reporting

The Performance Reporting module of TheBooks provides both real-time, intra-day performance and risk reporting, valued on the tick, and historic reporting and standard performance tables. All reports are delivered via a web-browser interface and can be requested in PDF, Excel^®, Word^®, HTML, and raw data formats. Now you can deliver up-to-the-second performance numbers to anyone in your organization, or to your clients over the Internet.

Performance reporting calculations

The Performance Reporting module of TheBooks bases its calculations on positions from the Position Management module of TheBooks. Trade confirmations can come from the Trading and Communication module of TheBooks, or from an external source using TheBooks order entry API.

The system performs position netting and re-values positions using a real-time data feed such as those provided by eSignal or CQG .

The Performance Explorer™

The Performance Explorer is an interactive, graphical performance analysis tool that allows you to review performance for a portfolio or a subset of the portfolio and drill down into the sector and market components of the P&L. The user interface allows drill-down by simply clicking on the area of a chart to cause it to expand and show the underlying details. You can select arbitrary time frames and examine the effects of removing markets, accounts, or entire sectors from the portfolio over the selected time. Daily and compounded returns are re-calculated and the charts are updated to reflect your changes. You can also overlay one or more benchmarks to show how the selected portfolio performed compared to the benchmarks. All data and charts can be copied to other applications for further analysis or publication.

Counter Party Reporting

Any report can be configured to be sent to any contact in any available format automatically on a daily, monthly, and annual basis. Using a few mouse clicks, you can configure what reports, in what format, are to be sent to what contacts and what account's are to be included in the reports.

Monthly Performance Summary

One of the more time-consuming tasks for a CTA is the production of the summary that is mailed each month outlining their programs. The production of the performance statistics, comparison benchmarks, and other information contained in the document often requires hours of preparation.

TheBooks^® includes a template monthly summary that automates the production of this critical piece of marketing documentation.

The author designs the document layout and styles to fit the organization's requirements and can select from seven different charts and tables to be included in the document. These include benchmark comparisons with a selection of the eight industry-wide Barclay indices as well as user-defined benchmarks.

Once the author is satisfied with the layout and styles used in the document, TheBooks^® will populate the selected tables and charts with the required information.

By saving the layout for use in subsequent documents, the production of the summary simply a matter of adding the commentary and having TheBooks® populate the document with the latest statistics and data.

Intranet and Internet reporting

Reports are available to anyone with a web browser. You can control what reports are available for each user, as well as what account or group of accounts the user can see.

For the CTA with a permanent Internet connection, the reports can be delivered directly to clients using a secure connection. With a few clicks of a mouse, you can configure the Performance Reporting module of TheBooks to allow you or your clients to view account activity and performance over the Internet.

To ensure your data stays secure when delivering data over the Internet, TheBooks utilizes a multi-level approach to delivering data. This ensures that your data stays secure.

With TheBook's support for WEB-enabled cell phones, reports can be viewed from virtually anywhere.

A sampling of available reports

Performance Summary

Shows open trade equity, the period's change in unrealized P&L, the period's realized P&L, and the period's total income - by sector.

Instrument Summary

Shows open trade equity, the period's change in unrealized P&L, the period's realized P&L, and the period's total income - by market grouped by sector.

Performance Detail

Shows open trade equity, the period's change in unrealized P&L, the period's realized P&L, and the period's total income by sector, for each account.

Positions

Shows net positions by market grouped by sector.

Account Margin

Shows net positions, open trade equity, dollar margin, and risk margin - by market grouped by sector, for each account.

Margin to Equity

Shows dollar margin and risk margin by account. It also provides an indicator if the account's risk margin has exceeded a pre-set limit for the account.

Account Detail

Shows open trade equity, the period's change in unrealized P&L, the period's realized P&L, and the period's total income - by market grouped by sector for each account.

Account Summary

Shows open trade equity, the period's change in unrealized P&L, the period's realized P&L, and the period's total income for each account.

Account Income

Shows the period's total income for each account.

Trade Blotter

Shows trading activity highlighting any market/sector violations.

Trading Activity

Shows trading activity for a specified date range including a commission summary. It is similar to the information contained on a month-end equity run from an FCM.

Slippage

Shows dollar valued and average tick slippage from stop or market level broken down by market by executing broker.

Win/Loss Review

Shows trading win / loss statistics by sector and market for a selected group of accounts.

Round-Turns

Shows round-turns per million of equity or of trading size both as an aggregate as well as by market and sector.

Fully Funded Subset

Shows performance using the Fully-Funded Subset method providing several levels of detail (Summary, Capsule, Detail).

Daily Compounded Returns

Shows performance using the Compounded Returns method providing several levels of detail (Summary, Capsule, Detail).

Monthly Compounded Returns

Shows monthly performance using the Compounded Returns method providing several levels of detail (Summary, Capsule, Detail).

Instrument Tax Summary

Shows income and expenses by tax code by sector, by market.