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Calculator
CSi Calculator
FX Cash Buffer
Calculates the
optimal leverage for FX instruments
[or the maximum $loss likely over the holding period] = the maximum leverage to minimise the chance of a $drawdown [margin call, liquidation, $equity drawdown]
linked to
Mi portfolio
[edit the securities you want analysed in the FX cash buffer tool]
Program input :
instrument code : number of units [not Face Value] : holding period [the number of business days you want to hold the instrument – maximum 20 days]
Program input :
margin calculator
: calculator which outlines the benchmark $ level from which to add the cash buffer and derive the maximum leverage
3 risk profile selections :
margin $call, liquidation$ or equity $drawdown
= the choice will determine the total cash buffer benchmark required and the maximum leverage
Program outputs : $ value of the cash buffer for each FX instrument
Select Instrument :
---Select---
EURUSD
EURUSD
EURUSD
EURUSD
EURUSD
Instrument Name
Face Value
Holding Period
Core Structure Signal
Phase Transition Core Structure
EURUSD
*
*
persistent LONG - intermediate trend cycle
EURUSD
*
*
persistent SHORT - early trend cycle
EURUSD
*
*
persistent SHORT - intermediate trend cycle
persistent SHORT - intermediate trend cycle
EURUSD
*
*
persistent SHORT - late trend cycle
EURUSD
*
*
persistent - mean reversion short cycle
Click here to show cash buffer margin calculator
FV ($)
Cash Buffer ($)
*
Required Margin ($)
*
Margin Call($)
Margin Call(%)
Margin Call ($)
*
Liquidation($)
Liquidation(%)
Liquidation Level ($)
*
Equity drawdown$ baseline
*
Cash Buffer Risk Profile
Leverage Ratio
Required Margin
Minimum Margin Call
Minimum liquidation Call
Drawdown - total $equity
Day1
:
Day2
:
Day3
:
Day4
:
Day5
:
Nominated
:
Instruments :
Time Frame :
15 Minutes
30 Minutes
60 Minutes
24hour [EoD]
the optimal leverage for the holding period
calculates the expected worst price over this period
use in conjunction with price path and core structure tools
multiple leverage % if use base line $ to maintain exposure [required margin$, margin call$ or liquidity$]
Core Structure Signal :
Phase Transition Core Structure :
What do you really need to know about trading intelligence ?
where to start thinking about the trade
So over leveraged
bad entry, worse exit
path of the price to : target price . worst price . stop price
time to maximum drawdown
What are mi options
New to trading
the CSi index – the raw numbers that form the foundation of the directional nature of the instruments price path
ML^ predictive analytics explained – the how to understand it
create your own portfolio and understand its nature => price path it will follow
how to navigate the trade cycle in all weather conditions
RADAR
how to navigate the trade cycle from take-off to landing
portfolio monitoring programs
Manage the exposures in your portfolio through knowing the future value of that portfolio and hedge the risks
Heat Map
All the vital information on each instrument in the 1 user interface [tool]
Back
So over leveraged
Cash Buffer
Optimal leverage to survive in the trade
Maximum loss over holding period
Single ccy instruments
Fx Cash Buffer
Optimal leverage to survive in the trade
Maximum loss over holding period
FX instruments
Moments 2 stress
Your current leverage : trade profile
The number of days to margin call
Back
Bad entry, worse exit
Price Path
The price path for the next 20 business days
Pick your entry : target price : stop loss : time in the trade
Entry Point
The optimal price range to enter the trade
The next day
Core Structure
The instruments current state : core structure
Trending LONG SHORT
Mean reverting
Random
Back
Path of the price to : target price. worst price. stop price
Price Path
Price path : high. low. close. random
10 days forward
Enhanced Price Path
Price Path : high. low. close. random
Worst Price
ROI $ %
Core Structure
The instruments current state : core structure
Trending LONG SHORT
Mean reverting
Random
Follow the CSi index and it will show you where
the derivatives price is heading and when
the price will change – ahead in time [so
Singularity
advanced warning when prices will rise or fall ]
- CSi index tells you the ‘core structure’
- ‘core structure’ = the price path
- when the ‘core structure’ will change
Back
Time to maximum drawdown
Enhanced Price Path
Price path : high. low. close. random
Worst Price
ROI $ %
Price Path
Price path : high. low. close. random
10 days forward
Moments to Stress - monitoring
Your current leverage : trade profile
The number of days to margin call
Back
What are mi options
Option Arbitrage
Arbitrage time
Arbitrage Volatility
Arbitrage Price
Option Calculator
All the different option strategies and their calculators
Directional Volatility
Options and Volatility
Critical factor in the option price
Know the chages in volatility ahead in time
Back
New to trading
Entry Level Intelligence
Core Intelligence In 1 module
Instrument ScoreCard
Summary of each instrument intelligence
RADAR
how to navigate the trade cycle from take-off to landing
Back
the CSi index – the raw numbers that form the foundation of the directional nature of the instruments price path
CSi^ raw
the raw CSi index:
if the index numbers are sequentially rising = the price will fall
if the CSi index is falling = the price is rising
if the index is changing direction, then it is in phase transition = the price is about to peak or make a low
click this icon direct you to the CSI raw index tool
CSI^ raw volatility
the raw CSi volatility:
if the index numbers are sequentially rising then volatility is rising
if the CSi index is falling = volatility is falling
click this icon direct you to the CSi raw volatility index tool
CSi^ raw power10
this index is a simplified version but gives the same intelligence of the CSi^ but does not give you the same understanding of the core state – so it is simply a directional index:
if the CSi index moving up, the price will rise
if the CSi index is falling then the price will fall
click this icon direct you to the CSi raw volatility index tool
CSi^ advanced
this is the CSi used in the core state – this icon will direct you to the advanced core state tool that explains the 5 core states:
(i) persistent LONG and SHORT
(ii) mean reverting LONG and SHORT
(iii) random
CSi Calculator
CSi calculator allows you to back test any instruments historical price to the CSi for predictive analysis
Allows a longer historical review of how the CSI predicts the price movement of any financial instrument
Input the instrument H, L, Close price and the CSi Calculator will calculate the CSi across all or selected algorithms
Use the historic CSi analysis to select the optimised CSi for your trading style or financial instrument you trade
Back
ML^ predictive analytics explained – the how to understand it
Follow the CSi index and it will show you where the derivatives price is heading
and when the price will change – ahead in time [so advanced warning when
Singularity
prices will rise or fall]
- CSi index tells you the ‘core structure’
- ‘core structure’ = the price path
- when the ‘core structure’ will change
Back
Create your own portfolio and understand its nature => price path it will follow
create your own portfolio index and have the ML^
Portfolio CSi Index
predictive analytics detail the price path it will follow into
the immediate future
- only uses 24 hour [EoD time window]
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Note