Risk Analysis

Manage portfolio and single stock risk. Your way.

RiskEdge helps you generate alpha with unparalleled real-time tools for risk management.

This enterprise application is a highly customizable, flexible solution that enables you to aggregate and view risk multi-dimensionally. Analyze and manage risk in real time at any level, from a firm-wide view down to an individual contract. Manage large portfolios across multiple accounts, portfolios, strategies and other aggregation groupings in a powerful yet simple and intuitive way. Access full historical risk information for business intelligence and reporting.

Standard and user-defined RiskEdge screens and reports help you monitor, scan, visualize, analyze and archive real time portfolio and single stock risk:

  • Delta and Gamma hedging tools per underlyer or for a basket of names
  • Real time edge monitoring tools to make position adjustments, sizing and capital allocation decisions
  • Historical portfolio risk snapshots and trends for capital allocation decisions, strategy performance analysis and other business intelligence
  • Portfolio constructions tools that can show risk balance or concentration for a portfolio or aggregation group
  • Daily trade activity
  • Options contracts due to expire shortly, i.e. pin risk
  • Greek and profitability values for individual positions or an entire portfolio
  • P&L attribution based on greeks (e.g. portfolio P&L) explained by position Delta, Gamma, Vega, Theta
  • Historical and implied volatility by position
  • Earnings and dividends and their impact on estimated values and risk sensitivity
  • Call and put exercise screens and alerts
  • Prices and profitability of contracts and underlying shares
  • And much, much more!

With RiskEdge, also:

  • Filter and arrange portfolio risk data as you see fit
  • Export values from any screen or report to an Excel spreadsheet
  • Create custom risk scenarios for what-if analysis
  • Use proprietary tools for evaluating and modeling portfolio sensitivity surrounding earnings announcements
  • Define volatility levels to manage edge in portfolio

Integrate RiskEge with VolEdge volatility trade screening and idea generation tools, with Mosaic single stock analysis tools, and with third party trading systems.

More detail about RiskEdge functionality and technology

Frequently asked questions