Risk Reporting Software

R

Ridu

Looking for a piece of software which reports real time risk statistics on a futures portfolio - most important things I'm looking for are: risk to stop ($ and % of portfolio), total exposure $, correlating market risk, trailing stop adjusted risk. Is there anything out there that can do this?
I guess it'll need to hook up with the broker - I'm using MF Global at the moment, but planning to move over to IB quite soon.
Thanks in advance
Ridu
 
should add that I'm trading mostly commodities and financial futures (currency, interest rates, stock indices) - Does anyone who uses IB know if they have anything on their trading platforms which can report any of the above stats?
 
Contacted Ninja Trader, but seems they don't do risk reporting, just performance reporting and execution.... Anyone know any other software which can handle the above risk metrics? I can use excel, but it gets tricky with trailing stops and pyramiding into positions where the risk is dynamically changing - are there any other commercially available solutions out there?
many thanks for any suggestions
 
Hi journeyman, thanks for taking the time to reply :-) Could you elaborate further on how you use dde? Does the broker have some kind of export function?
I guess it's probably not too hard to set up the excel part... Use last night net equity, % of ac to risk on new position, current $ exposure to stop with additions/trailing stop calculated according to no of lots * ticks value to stop. Correlation risk may be more tricky to set up, but I could group market risk manually I guess... For a non techie like me would definitely be a lot easier to buy something that already does this... Does anyone know any vendor software with the above functionality which can be purchased?
Thanks again.
 
yes, my broker, IB, has a really nice DDE api that is so simple to use it hurts...

you can use it to create really powerful portfolio management functions with minimal development time invested... well worth a look, especially if you are ok with excel...
 
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