New service from ARQA Technologies — Service of Portfolio Analysis

3 march 2017

ARQA Technologies offers its clients a new service of client portfolio analysis based on several portfolio evaluation approaches for stock and derivatives market instruments.

The service allows a broker’s client to request a portfolio analysis report from one’s QUIK Workstation. The QUIK server forwards the anonymized request to the computational service core operational in ARQA Technologies’ data center. The computational core is a software product of the QORT line.

The service is available if the broker’s QUIK configuration includes the Report generation module.

Calculated parameters include:

portfolio structure (instrument value, share in portfolio),
instrument yield over time, also compared to market,
‘Greeks’ for derivatives (Delta, Gamma, Vega),
VaR for portfolio and various instruments (equities, bonds, derivative financial instruments):

- risk measure (%, rubles, contribution of instrument to portfolio risk),
- comparison of risk to market,
- probability of extreme price deviation.

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