Guidelines for Utilization of “Strategy & Proprietary” (SP) Report
Maximum Utilization of various POM’s , CZ’s & ABC’s – for Risk Management & full enhancements on CZ pricing & CZ-PQV Timeliness
- At Top down Level – Triggers around POM’s -Mid term & CZ’s - Short term – (CZ’s happens in between the POM’s) . Critical component for Clean execution is to maintain ongoing updated data base spreadsheet of CZ’s Pre announced in SP releases prior to price shifts. These inputs when Computerized Daily Monitoring, Triggers, Timely PQV validations, Price projections Alerts on real time should warn in timely manner to take action.
- Rebalancing Pre Planned procedure at Triggers – “ Rebalancing % of Overall Position Sizing” , Beta & , Net Exposures sizing depending on each Portfolio’s Objective & Risks Tolerances for either Recycling of Capital or Fresh capital.
- Key points for Risk Management
- Hard Stops around CZ’s
- STOP SELL- “early warning Alerts” in fast moving markets, Over night Day / Night (IST) time delay Risks.
- Cross verification by Other Methods
Computerized Daily Monitoring, CZ Triggers, Timely PQV validations.
CZ – Tracking
- Programing - “Time/ Price Displacement, Supply / demand Activity Bar Analysis” –
- At “Institutional Grade - Price , Volume with Time Integration
- Supply / Demand Activity bar Analysis – Real time.
Candlestick –
Price displacement Algo Programing experience at CZ Validation for Triggers