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General Information |
| Product name: Global Var (Value at Risk)
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| Initial Price: $37,500
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Brief product description:
Modular Integrated software for identifying, measuring and controlling Market, Credit and liquidity Risks associated with all financial transactions of an enterprise. Portfolio and Balance sheet position for controlling risk from each individual position to the whole company considering all correlations between risk factors. Historial, Analytic and Montecarlo methodologies are set to the user choice. Stress testing, backtesting and user defined scenarios. User can arrange any combination of portfolios as well the global portfolio with all the firm positions to address Risk calculations, monitoring and hedging. Get positions from operating systems and risk factors from real time information services.
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System Requirements
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Operating system(s):
| Windows98
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Windows95
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WindowsNT
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| Minimum RAM required: 128 mb
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| Minimum hard drive space: 100 mb
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| Minimum modem speed: 14400
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| Mouse required?: Yes
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| CD-ROM used?: Yes
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| CD-ROM required?: Yes
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| Demo disk available?: Yes
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Market Information
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Markets followed:
| Stocks
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Futures
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Bonds
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Industrial groups
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| Cash markets
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Mutual funds
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Indices
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Options
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Data
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Data type(s) utilized:
| Intraday data
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End-of-day data
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Sources for data:
| Provided by an outside data source
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Downloader:
| Downloader provided
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Unattended downloading
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Data manager:
| Editor for data
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Data exportable to other programs
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Data printout
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Refreshes and cleans data automatically
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Data Formats
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Formats read directly:
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Additional formats read directly:
text files
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Formats read after conversion to program useable data:
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Additional formats read via conversion to program useable data:
text files, excell worksheets
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Charts
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Chart type(s) utilized:
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Charting features:
| Moving average bands
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Print charts
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Trendlines: manual drawing
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Volume
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Built-in indicators:
| MACD
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Momentum
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Moving averages: simple
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Relative strength
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| Stochastics
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Screening and Alerts
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Ranking based on:
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Screening based on:
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Alerts based on:
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| Alerts displayed on charts?: No
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| Alerts displayed in table?: No
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| Screening by individual system per market?: No
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| Save tables?: No
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| Automated printing of tables?: No
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Trading Systems
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Trading system features:
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Options Analysis
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Options analysis features:
| Risk measurements (e.g., delta, gamma)
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Multiple pricing models (e.g., Black-Scholes)
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Graph volatilities
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Portfolio reports
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| Projections/forecasting (what-if analysis)
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Support
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Support features:
| Automated installation
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Online help
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Manual
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Phone support
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| Manual page length (if applicable): 250 pages
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Additional Information
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Additional comments (please indicate additional indicators, special features and services here):
Is not a trading tool, it is meant to be used for risk measurement, control and hedge.
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