Yield Profiles - Group By Overview

Yield profiles groupings allow you to select the field by which analysis is aggregated by. Used alongside filters, groupings help to drill down to a granular level of detail to identify various trends, expose weaknesses or damaging flow.

In aggregation a yield profile will show underlying trends in the dataset, grouping allows you to reaggregate subsets of data to understand the origin of the flow causing trends, whether it is a specific instrument, counterparty or timezone.

Yield Profiles Group by Contents

• Group by Day/Week

• Group by Internalised or Brokered

• Group by Cancelled/Filled Orders

  • Group By Cancel Reason

  • Group By Execution Profile

• Group By Instrument

• Group By Counterparty

• Group By Timezone

• Group by Hour

• Group By EA

• Group by Distribution Channel

• Group By Metaquotes Channel

• Group By Holding Period

• Group by Market

How to Group Yield Profiles

The panel on the left-hand side provides different grouping options for the data, select and deselect by clicking each. Filters will only be applied once "Load client yield profiles" for client trades or "Load external yield profiles" for external hedge/STP trades are clicked.

(Note: the more groups selected the longer the data will take to run). The yield profiles are always displayed from the house perspective.

Back to Yield Profiles (Markouts) - Overview and Yield Profile Contents