Managed Leverage^

advanced predictive analytical trading platform => active derivative traders

 

ML^2 is the next generation+ trading platform {ecosystem} for active traders in derivative financial instruments 

offering predictive analytical tools [ CSi^ ] that provides advanced warning on changes in the directional price movement on financial instruments

[within: 1 minute 15 minute 30 minute 60 minute 24 hours time windows]

 

[detecting in advance changes to the directional price path for financial instruments]

=> design your trading strategy and meet your trading objectives

10,000+ financial instruments + derivatives Managed Leverage^

Foreign Exchange Equity Indices Equity – CFDs PAIRs [long – short]
Fixed interest ETF            crypto assets Commodities Volatility
Correlation
H-L price range changes

PILOT

1 instrument slide show of the CSi^ index = watch the price follow the CSi^ line

  • Pilot CETP: introduction to the continuous exposure trading program using the CSi^ index

    visualise the CSi^ index line => see how the instruments price follows the CSi^ index --------> with a short time lag

    CSi^ index leading indicator index line

    CETP

    instrument price follows the CSi^ index line, with a short time lag

    presents the CSi^ leading indicator index line - the price follows this line with a short time lag

    continuous exposure trading program: trade 1 instrument through all price regimes = constant exposure

    continuous exposure = long / short / long / short / long / short =>


    : 1 instrument // multiple CSi^ indices = watch how the CSi^ index line determines the direction of the price

    : study how to map the future price path against the CSi^ index line

    : the core state determines the directional price path of the instrument

Singularity - the full picture

when a picture launched a 1.000+ trades

: continuous trading program - trade through all core state [price regimes

: instruments price will follow the CSi index line, after a short lag

  •

    Singularity:

    ML^ predictive analytics [explained in one graph]

    CETP continuous exposure trading program

    ML^ predictive analytics = Core Structure index [CSi^]

    : core structure => trending-momentum. mean reversion. random => price direction

    : detection of deviations in the price of the instrument <= ahead in time

    : know where the price will be in the future [price path]

    : 15. 30. 60 minutes to 24 hours X 10 projected time periods

  • CSi core structure index: singularity in a line:

    CETP continuous exposure trading program

    CSi^ - core structure index defines the path the financial instruments price will follow, after a short lag

    graphical presentation of the CSi line => the instruments projected price path

    one look - determine the path the price is following

    advanced warning on changes in the path of the price

  • CSi index: optimal timing to the trade execution [pick the best time to enter - exit the trade]

    CETP continuous exposure trading program

    CSi^ - core structure index defines the path the financial instruments price will follow, after a short lag

    select the optimal CSi

    select the optimal time window to execute the trade

    phase transition [change in the CSi index ] anchors the lag time of the price to the CSi^ index

  •

    CSI index – select the optimal CSi algorithm for trade entry

    CETP continuous exposure trading program

    Manual selection

    the CSi algorithm that gives the time window to execute the trade

    :CSI selection is based on the price time lag to the change in the CSi direction [phase transition ]

    : select the time lag [2 -3 points in time] = time window to execute the trade, minimize drawdown $

  •

    CSi^ OPTIMISER : optimal window to execute the trade in continuous time

    CETP continuous exposure trading program

    automated selection program

    instrument price follows the CSi^ index line, with a short time lag

    optimised CSi^ index presents the single time window to execute the trade

    execute at the highest and lowest price time window

    : use the optimsed CSi^ index to select the time window to execute the trade

    : instruments price FOLLOWs the CSi^ index line, after a short time lag

    : execute the trade in the known constant time window - the time window for the highest and lowest price

  •

    CSi^ index TABLE : raw CSi index line presented in table format

    CETP continuous exposure trading program

    continuous trading program based around the CSi^ index table

    : instruments price follows the CSi^ index line, with a short time lag

    : spot turbulence in the CSi^ index line to be followed by higher dispersional price movements [price spike movements

    : monitor the instrument core state through the raw CSi^ index numbers time window - the time window for the highest and lowest price

    CSi^ index directional movements are between 0.00 and 2.00 through time

    price follows the CSi^ index with a short time lag

    CSi^ index line changes direction = the price will follow with that time lag

Mi Portfolio module

depositories to list the derivatives in your portfolio or to list the derivatives to watch

[multiple asset classes] – accessed by all the analytical tools

  •

    Mi Portfolio

    whatever financial derivative you want to have analysed, drop it in this bucket

    : list the derivatives you want the ML^2 program tools to analyse 
     => listed instruments are accessible in all the relevant ML^2 tools

  • Mi Watchlist

    select your required risk – trade profile for each financial instrument – monitors and then alerts

    list the derivatives core state you want to be ‘alerted’ to or simply ‘watched => monitored’
    : set up the desired trade or core state to be alerted ahead in time

  • Instrument Scorecard

    derivatives core intelligence in detailed summary format
    : assess each derivatives risk profile and suitability for the trade 

    : full trade cycle intelligence = [the analysis => entry] : [managing the trade through time] => [exit]
    = >     achieve your personal trade $objectives

  • Instrument Scorecard - extended version

    instruments core structures in one interface

    presentation of the instruments core structure across all CSi^ algorithms

    : check and compare the sensitive - intermediate - long => core structures

    : added dimension in trade execution

  • Mi ETF Portfolio

    select your personal ETF portfolios and have them monitored [ =>ETF portfolio monitoring]

    : ETF portfolio monitoring program will monitor and alert you in advance

    => to any adverse changes in your selected ETF portfolios risk profile
    : determine your $equity@risk drawdown

    : alerted in advance to when this $level is to be breached

  •

    Mi Crypto Asset Portfolio

    Questions 2 Answers: will your CRYPTO asset portfolio make money tomorrow, next week, or when will its $peak value be

    Crypto portfolio monitoring program will monitor and alert you in advance to adverse changes

    : $value of your Crypto portfolio 

    : $ amount portfolio and instrument drawdown

    : which crypto asset in the portfolio is creating the stress

    : 1 => 10 day forward $value of your crypto portfolio and instrument
    : define the level of equity@$risk you are willing to accept, you will then be alerted 
    => in     advance     when this equity@$risk is about to be breached

  •

    Asset Allocation

    asset class scorecard : profiling asset classes using longer term price trends cycles
    : stock indices, fixed interest, commodities, foreign exchange, ETFs 
    => indicating the current price trend cycles and when these price trends are about to change
    => use this tool to re-view : re-balance : re-weight : your current portfolio asset classes
    => build more diversified portfolios with alternative asset classes

  • Expected Return

    the mapped expected return for listed instruments over the projected forward price path

    each instruments return based on projected close price from spot close

    pick the highest return instruments to trade over 15 minutes out to 10 days

Leverage Intelligence module

tools focused on determining the derivatives optimal leverage
 : over a defined holding period = the optimum or maximum [no margin call] leverage

  • Cash Buffer – optimal leverage

    managing the power of leverage => stay in the full trade leverage [just right leverage]

    : optimal leverage through defined time = the maximum no margin call leverage

    : single currency derivatives

  •

    FX Cash Buffer

    managing the power of leverage in FX instruments - stay in the trade leverage [just right leverage]

    : optimal leverage through defined time = the maximum no margin call leverage

    : foreign exchange derivatives

  •

    Core Structure – Price Signal Strength

    contact: are we losing the price signal, or is this just noise

     detects the changing nature in the strength of the derivatives price trend through time

    = price trends robustness or fragility through time [price path reversal signal]

  •

    Moments to Stress

    time schedule in the slow moving train wreck to margin call/ stop loss / liquidation

    : calculates the time period to margin call => the minutes, hours, days

  •

    Moments to Stress - monitoring

    monitors the time to target-exit price or stop price / margin call

    : calculates the time period to {target-exit} price and {stop} price => the minutes, hours, days

    : based on the most recent close price within the selected time window


Market Intelligence module: CSi^ index

Tools that provide access the suite of CSi^ index across the main algorithms

: access the core CSi^ index and create your own trade analysis

: use the visualisation graphics to see the forward price path of the derivative



  •

    CSi^ raw - standard

    Core Structure index – raw analytics

    the raw CS index numbers so you can create your own analysis on the core structure and price path

    : graphical presentation of the CSi index which determines the core state, phase transition and price path

  •

    Core structure: CSi^ - raw volatility

    raw predictive analytics : the slimmed down version of the advanced CSi^

    the price path and phase transition over a preset time window

    : raw CSi^ states the derivatives price trend as either ‘going higher’ : ‘going lower’

    : phase transition is detected / projected forward price path mapped out

  •

    Core structure: CSi^ - raw power10

    raw predictive analytics : the slimmed down version of the advanced CSi^

    the price path and phase transition over a preset time window

    : raw CSi^ states the derivatives price trend as either ‘going higher’ : ‘going lower’

    : phase transition is detected / projected forward price path mapped out

  •

    CSi calculator:

    access the ML^ predictive CSi for any instrument

    : upload the price of the financial instrument and select the required CSi^

    : undertake your own analysis: core state and forward price path 

    : create your own predictive analytical trading program

  •

    CSi^ OPTIMISER : optimal window to execute the trade in continuous time

    CETP continuous exposure trading program

    automated selection program

    instrument price follows the CSi^ index line, with a short time lag

    optimised CSi^ index presents the single time window to execute the trade

    execute at the highest and lowest price time window

    : use the optimsed CSi^ index to select the time window to execute the trade

    : instruments price FOLLOWs the CSi^ index line, after a short time lag

    : execute the trade in the known constant time window - the time window for the highest and lowest price

    : time window = entry - exit price to minimise drawdown and to maximise return

  • Single instrument core structure analysis

    presents a single instrument core state [price regime - across the 4 time windows

    : analysis to determine and present the right time window to enter the trade

    : understand the price paths terrain across the 4 time blocks => price targets, trend duration

    selected single instrument - monitor its price path across all 4 time blocks

    select the optimal time to execute the trade between v short to longer time horizons

  • Single instrument: HIGH LOW CLOSE CSi^ index

    presents the High and Low CSi^ index for a financial derivative

    : standard analysis uses CLOSE price CSi^ in core state - phase transtion analysis

    : use the High CSi^ indexs to fine tune the SELL execution

    : use the Low CSi^ to fine tune the BUY execution

    CSi^ analytics adopts close price to determine the core state [price regime - with its changed states

    using the High and Low price CSi^ captures the differences in timing between the H and L => C

    the High and Low price may peak or baseline at different times to Close price

    for traders to execute the Sell at the High price and Buy at the Low price


Market Intelligence module: Price Path - optimised

specialised Tools that project the HLC prics for each instrument [10 time blocks

optimsed version that presents the time window for the highest, lowest price

: sensitive projected price path - picks up all the price movements / turbulence in the core state

: optimised projected version across sensitive, intermediate and long - suits high turnover to longer term investor horizons



  • OPTIMISED: sensitive price path [DA

    sensitive projected price path - picks up all the price movements / turbulence in the core state

    : captures all the price movements in the core state [trending or mean reverting

    : optimal price path based on the dispersion algorithm => all the price movements within the continuous core state

    every small change in the direction of the CSi^ index line [directional bump in the line

    will be reflected in the change in the direction of instruments price

    => trade every price deviation in all price regimes

  • OPTIMISED: algorithm price path

    optimised version across sensitive, intermediate, long + standard => high turnover moving right along to longer time horizons

    : select the CSi^ index that presents the optimal time window to execute the price

    : optimise execution price from the longer time series to the shortest to get the most granular time window

    : presents the time window with the highest or lowest price [15min 30min 60min 24hour

    optimised CSi^ index presents a very specific time window [5min, 30min, 60min, 24 hours

    when the highest or lowest price will be prsented

    optimse the exececution of the price to minise drawdown and maximise return

Market Intelligence module: price path

Tools focused on the total trade cycle : visualise the forward price path

fullest intelligence to understand the trade cycle to set your trade risk profile / objectives

: the ‘WHY’ of the trade :

the HLC price path , the extreme price path , the worst price

: the ‘WHAT’ derivative to trade : 

which instrument , how long , core state

: the ‘HOW’ to :

[entering and exiting the trade => risk management in the full trade cycle

= entering - exiting the trade roadmap => to achieve your trade $objectives


  • Core Structure: CSi^ - advanced

    advanced predictive analytics

    predictive analytic CSi^ determines : core state price trend => price path => trend time

    : core state for each instrument over a preset series of time windows

    : derivatives current projected core state forward price path: segmented as:

    = persistent / [ long : short / random [ unpredictable / mean reverting / [ long : short

  •

    Phase Transition: CSi^

    advanced predictive analytics

    detects when the price trend will change {PRICE ANOMALIES} ahead in time

    : detects [ forewarns - when the derivatives price path is about to change direction

    => and the new price path

    => gain the insight to know when to: sell / buy / hedge any exposure 

  •

    Single instrument core structure analysis

    presents a single instrument core state across the 4 time windows

    : high level review analysis to determine the right time window to enter the trade

    : understand the terrain of the price path across the 4 time blocks => to set the trade duration

  •

    Portfolio ROI directional

    select the wheat from the chaff

    : derivatives that offer the highest projected directional price return over the trading time horizon

  •

    Price Path – directional forward price path:

    advanced predictive analytics

    the derivatives forward price: what and where the price will be in defined time window

    : graphical / numerical tables detailing the projected future price path for each derivative

    : [high low close]: random price path : worst price : extreme price path

    : over the next 10 preset time windows [ 15 minutes – 30 minutes – 60 minutes - 24 hours ]

  •

    Price Path – enhanced directional forward price path:

    advanced predictive analytics

    derivatives forward price: what and where the price will be in a defined time window

    : detailed statistical analysis on the forward price path

  •

    TWAP - optimal execution of the price

    CSI index to create the optimal entry and exit price

    : the efficient rate of execution based on the users tolerance for market and appetite for risk

    : select the time window and the appropriate price regime

    : optimal price in any core state

  •

    Price Path – price searcher engine

    Optimize the trade entry = search for the highest [sell] and lowest price [buy] in the forward price path

    : search the price path across all time windows for the best price

    : execute the trade through limit orders

    : set optimised entry, exit and stop prices within the trade cycle

  •

    Entry Point – the window in time for optimal price execution

    the sweat spot to enter the trade - limit order your entry

    : derivatives optimal entry price [range] for the long or short directional trade 

    :  ensuring the first critical period of the trade has the highest ‘probability of survival’

    : remain in the trade: optimal leverage price buffer

  •

    Directional Volatility:

    advanced predictive analytics

    what is the price volatilities direction – what will it do, where is it going , when will it end

    : detects the current state and future state [direction] of the price volatility for the selected derivative

    - whether the volatility of the instrument price about to increase or decrease over a preset time window

  •

    Derivative trendiness [the derivatives DNA is to trend or mean revert]

    select derivatives whose DNA is to trend or to mean revert to suit your trading program

    : profiles selected derivatives and indicates the % time in a core state

    : trending- momentum or % time in mean reverting price structure

    : use this tool to select the derivative that meets your preferred trading style 

    : [trend-momentum or mean reverting]

  •

    Price path - optimising the entry to exit

    advanced predictive analytics

    the derivatives forward price calculated using the High, Low and Close prices

    : determine if the High, Low and Close price directional moves are syncronised or lag

    : time the entry or exit price by selecting the most appropriate price line

  •

    Single instrument: HIGH LOW CLOSE CSi^ index

    presents the High and Low CSi^ index for a financial derivative

    : analysis uses CLOSE price CSi^ in core state - phase transtion analysis

    : use the High CSi^ indexs to fine tune the SELL execution

    : use the Low CSi^ to fine tune the BUY execution

  • High - Low spread: detect changes in the H L price spread - in advance

    ML^ predictive analytics

    CSi^ index to detect spikes in the High - Low price range / spread

    : open up insights to fine tune spread trading opportunities

Intelligence modules

modules full of intelligence

: core ML^2 tools in the 1 module: providing the required intelligence 
: each traders preferred tools in 1 spot



  • RADAR

    navigate the trade cycle from takeoff to landing, monitor turbulence [bad weather]

    : trade cycle program to enable the selection, management and monitoring the trade from takeoff to landing
    : research => instrument selection => risk management profile [leverage, entry - exit - stop prices, ROI]
    => monitoring the exposure => exit strategy while at all times knowing the price path 
    : Intrinsic to the RADAR program is the monitoring of the derivatives forward price path for market turbulence

  •

    Heat Map

    derivatives heart beat monitor

    : conduit to access derivatives risk profile key metrics and where they are moving

    => critical intelligence : core structure, price path, correlation at multiple time blocks

  •

    Option Arbitrage – quick and dirty strategy tool

    use the projected directional price to plot the optimal option strategy

    : use the simulated directional forward price to determine the option strategy
    : ML^ predictive analytics determines the forward price => option arbitrage
    : BlackScholes methodology – arbitrage the option model assumptions

  • Option Arbitrage

    know where the price will be in time: arbitrage the option value for the derivatives

    : option arbitrage strategies: arbitrage the directional price trend to option premium
    : arbitrage the volatility to option premium / arbitrage the time element to option premium
    : if you know the derivatives price path and its volatility [through time] 
    = you can arbitrage the price range to ATM or OTM option premium
    : using ML^ analytics

  •

    Entry Level Trader Module [customised]

    market + leverage intelligence tools for the entry level [new trader] to find their trading style

    : customise the selection, create your own tool shed

  •

    Self Directed Investor Module [customised]

    market + leverage intelligence tools for the self directed investor

    = across all asset classes, leverage-non leverage, active + passive trading programs

  •

    Introducing Broker Module [customised]

    client retention program for the Introducing Broker / Referral Parties 

    : selected or customised tools => on-boarding, retention and activation re-activation programs

    : that extend the trade $life cycle to your clients

Portfolio Monitoring modules

know the risk profile of your portfolio and its forward value through time

portfolio monitoring programs to monitor to detect  and to alert to changes

=> to the  $ portfolio  market value through  continuous time

 

know the market value of your  portfolio  through continuous time ----------->

  • set your personal portfolio risk profile => $capital @ risk  or  maximum $ drawdown
  • monitor and be alerted when this  benchmark  will be breached ahead in time 
  • know the forward $ value of the portfolio and each instrument  =>projected 10 days
  • rebalancing options [hedging framework
  • optimisation of your portfolio risk and return profile


  •

    Portfolio Monitoring

    Questions 2 Answers: will your portfolio make money tomorrow, next week, or the time to $peak value

    programs designed to monitor your derivative portfolio through time to  alert you to:
    (i) number of days to margin call [$ equity drawdown] 
    (ii) $ amount of the drawdown 
    (iii) derivatives within the portfolio creating the stress 
    (iv) 1 => 10th day forward $ value of your portfolio = designed for short term investors in multi-asset portfolios 

  • Sleep@NightLVR : margined equity portfolio monitoring program

    longer term investment [leveraged] portfolio => sleep well leverage

    monitor and manage your portfolios downside risk when you are not looking

    program designed to monitor your equity derivatives portfolio through time to alert you to: 
    (i) number of days to margin call [$ equity drawdown] 
    (ii) $ amount of the drawdown 
    (iii) derivatives within the portfolio creating the stress 
    (iv) 1 => 10th day forward $ value of your portfolio = designed for short term investors in multi-asset portfolios 

  • ETF Portfolio Monitoring

    Questions 2 Answers: will your ETF portfolio make money tomorrow, next week, or when will its $peak value be

    ETF portfolio monitoring program will monitor and alert you in advance to adverse changes

    : $ value of your ETF portfolio 
    : define the level of equity@$risk you are willing to accept, you will then be alerted 
    => in advance when this equity@$risk is about to be breached

  • APA Portfolio Monitoring

    selected ETF portfolios i) passive1  ii) passive2  iii) active ETF portfolios incorporating the 
     portfolio monitoring intelligence : alerting you in advance to any adverse changes to the $value 
    => of your selected portfolio 
    : manufacture domestic - global concentrated portfolios designed to meet your specific requirements 
    : across multiple asset classes 
    = > each portfolio is continuously monitored to alert for changes in the underlying risk profile [$ @risk]

  • Crypto Asset Portfolio Monitoring

    select your Crypto instruments and have them monitored [=> CryptoAsset portfolio monitoring]

    CryptoAsset portfolio monitoring program will monitor and alert you in advance to any 
    => adverse changes in your selected CryptoAssets risk profile
    : determine your $equity@risk drawdown
    : alerted in advance to when this $level is to be breached

  • CSi^ optimised portfolios:

    portfolio1: concentrated active highest return portfolio based on expected return

    portfolio2: highest dividend portfolio + CCPP capital protection = high cashflow + capital protection

    : concentrated portfolios: (i) directional return (ii) cash dividend return
    : ML^ predictive analytics will select the optimal portfolios based on highest expected return and highest dividend

  •

    portfolio LVR margin

    portfolio heart beat – monitors changes in the market risk profile for each portfolio

    equity portfolio benchmark margin 
    [indicates the changing nature of the portfolios risk through the optimal margin %
    : calculates the optimal margin to leverage ratio
    : adjusts the leverage to changes in the portfolios risk profile through time 
    : linked to the sleep @ nightLVR portfolio monitoring program

  • portfolio construction

    Lego land: tools on how to build your own portfolio to your specifications

    series of tools that enable risk profiling and the construction of your own portfolio
    : instruments that meet your financial objectives beyond mere passiveness set and forget thinking
    - understand the base assumptions in how the portfolio instruments work and the why
    : move beyond modern portfolio theory and into capital protection around motif themed portfolios
    : advanced risk management tools to manage concentrated portfolios
    : achieve multiple benchmark returns

  •

    portfolio CSi Index

    ML^ predictive analytics on a selected number of instruments

    Select  any number of financial instruments
    => create your own PORTFOLIO INDEX [ETF]
    : ML^ analytics => core structure with the future price path and projected value of your portfolio

Intraday Trading modules

trading programs specifically for intra time frames => short term time frames
 intra-day: minutes to the hours to end of day time horizons- as well statistical arbitrage programs PAIRs / GRID trading

  • CSi^ sensitivity algorithm - intra trading :

    sensitivity index captures all the price movements across intra time windows

    : high turnover trading using a dispersion algorithm
    : ML^ analytics core structure methodology
    : detects directional changes in the instruments volatility
    : detects turbulence in the price path - price will move about but stay the course

  • Intra signals

    CETP continuous exposure trading program

    trading program for in the moment [minutes, hours]

    CSi^ trade signal program for intraday exposures 

    : [FX majors + stock indices + commodities + cryptocurrencies]
    – holding period time from : 15minutes => 30 minutes => 60 minutes => EOD {24 hours}

  • PAIRs [statistical arbitrage trading]

    CETP continuous exposure trading program

    buy 1 : sell 1 - trade the price spread in a capital neutral exposure

    : trade signal program for LONG / SHORT exposures:

    : 2 integrated derivative instruments: trading the changes in their price differentials  
    => LONG : SHORT exposure [long derivative A short derivative B] 

  • High - Low spread: detect changes in the H L price spread

    ML^ predictive analytics

    CSI^ index to detect spikes in the High - Low price range / spread

    : open up insights to fine tune spread trading opportunities

  •

    CSi^ correlation : detect directional changes in the correlation index

    detect the direction of the correlation between two instruments
    => whether correlation is to continue increasing or decreasing

    => when the direction of the correlation index is about to change, in advance

    : multiple instruments correlation = watch how the correlation index [2 instruments] follows the CSi index line

    : mapping the correlation to trade PAIRs or to rebalance the portfolio

  • Co-Integration

    the 1 critical component [market indicator] that drives the instruments price

    : single factor  that drives selected instruments price
    : trade on the single factor that drives their price through time
    = the factor moves, the price moves

  • GRID trading - mean reversion trading program based on ML^ continuous time trading

    CETP continuous exposure trading program

    trading program designed around the mean reversion core state

    : Buy below the equilibrium price / Sell above the equilibrium price

    : ML^ analytics core structure risk management program

    : Buying before the price will rise, Selling before the price will fall

  • Extreme LONG<5

    the crazy ones - the outliners - the ones to watch

    CSi^ trade signal program for selected derivatives [FX majors + stock indices + CFD equities – crypto assets] 
    - LONG only with the [limited] holding period between 2 - 3 <= 5 units of time [days, hours] 
    => capture the extreme directional price movements expected from the end or start of the trend cycle

  • Automation in the Trading program

    start your engines – select the gear – check your brakes – adjust your mirrors – tighten seatbelts

    : automated trading program based on ML^ CSi^ core state / phase transition / price path programs 
    : administered to allow an automated functionality with  discretionary oversight  as required
    ML^ allows discretionary trading, hybrid trading and automated [semi automated] through the
    administration of the key components of the trade profile

Institutional Portfolio Monitoring

advanced web application tools that create deeper analysis on the core structure programs

: institutional version for more the experienced active investor - managers - traders

  • Institutional Portfolio Monitoring

    B Book dynamics - squeeze out every extra basis point in the exposure

    : market makers portfolio management program – risk management for optimal directional exposures

    : create synthetic or managed NOP exposures in the natural hedge book / manage A Book exposures

  • Institutional ML^

    back to complexity - higher intelligence on the trade

     : enhanced version of the ML^2 web application - more granular analysis on core state structure
     : moving from simplicity to complexity in accessing more information on each instruments risk profile

  • Earnings @ risk

    earnings profile on open client exposures at the instrument and portfolio level

     : calculates the open exposure profit / loss profile over selected time period
     : allows NOP exposures to be hegded or remain open to maximise earnings

Benchmark

benchmark to the exponential^[maximum alpha] : not to the market

active trading benchmark using the optimal trading program that indicates the maximum return 
within each trade time window: as an indicator of potential yet unattainable trading return

CSi^ trading program should meet the 70% baseline on the maximum alpha

  • OTS benchmark

    70% solution to absolute alpha – when near enough still creates exponential returns to the market

    Optimal Trading System - the absolute unattainable benchmark rreturn in each trade time window

    : CSi^ trading program should meet a minimum 70% of the absolute maximum return 
    : see how you match up to absolute alpha and improve your trading program by multiples^

  • CSI simulation tool

    simulates the CSi^ based on a projected price: evaluates the impact on the core state

    – simulating changed states looking for the new core state and price path

    : tool that allows the active trader to input and simulate a simulated CSi^ for the projected price in order to see the
    => resulting changes in the price path
    => set the [close price] => understand the impact to the forward price path

Tool Shed

selection of tools that calculate the full suite of derivative prices

leveraged and options instruments as well as access point to ML^2 CSi^ index

create your own trading program rules

  •

    Leverage Calculator

    safe harbour approach to increasing leverage in your portfolio exposure

    manage your exposure given current equity and leverage: while ensuring you meet your trade objectives

    => trading program that monitors the current risk profile [leverage, cash buffer, required equity] 
    : to ensure increases in exposure can meet trading objectives

    = multiple methodologies to calculate and manage leverage

  • Option Calculator

    Toolshed for all your option pricing

    : calculators for and around option strategies

  •

    MT4 Trading Applications [module]

    : selected ML^2 trading tools for MT4/ MT5 platforms

  • ML^2 access – core structure index

    build your own trading program, using the ML^2 core structure framework

    access the ML^2 algorithms raw CSi^ index : create your own automated trading program trade rules

    enable replication on most of the ML^2 applications:
    (i) instrument CSi^ index [single instrument]
    (ii) portfolio CSi^ index  [stock indices, USDX, ETFs]
    (iii) chaotic CS^i index  [sensitive index captures most short term sensitive price trend changes]
    (iv) raw CSi^ [essential directional CSi^ index]

  • CSi calculator:

    access the ML^ predictive CSi for any instrument

    : upload the price of the financial instrument and select the required CSi 
    : undertake your own analysis: core state and forward price path
    : create your own predictive analytical trading program