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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