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Feature Request: Portfolio Inspection System Results

Posted By andreas_clenow 3 Years Ago
Posted Thursday December 18 2014
A few years ago I made a suggestion for a portfolio inspection functionality to a different simulation platform. They implemented it in their next version and I believe the same thing would be very valuable in RightEdge. I'll demonstrate the functionality with screenshots from that other platform.

High level purpose is to facilitate manual inspection and analysis of historical portfolio composition. The user can view how the portfolio was composed at any given historical date. This is a System Results plugin.

Look at the screenshot below. It currently shows the positions for the last day of the simulation, though any date can be chosen. There are three ways to change the date. A date picker (upper left), a scroll bar (next to the date picker) which moves the date up or down, and a graph of the equity curve (upper right), where any date can be clicked on to change the date.

When the user changes the date, the Portfolio Performance stats update for that day. A few stats shown here, though this could easily be expanded upon to add more useful numbers. 

At the bottom, there's a table that shows the open positions on the selected date. This display should show relevant position stats for each position currently open on the relevant date. It also shows (last tab) any trades done on that date.

The blue line in the equity curve shows visually what date is selected (see second screenshot below where the date is changed).

An additional interesting additional point to show in RightEdge would be sector and industry composition. A table along with a pie chart would be neat. The platform shown in the screenshots lack such metadata.

If this is possible and if you're considering including it in a future release, I'm happy to help out with further detailed input on what can be displayed and how. 

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