Compass Contents

Trading Dashboard

• Trading Dashboard - Overview
• PnL
• VaR
• VaR Calculations
• Equivalent positions
• Choosing an Instrument Selector
• P&L Trading Tab
• Trading Dashboard - P&L Drop Investigation Example
• Pricing Tab
• LPs Tab
• Signals Tab
• Hedgers Tab
• Risk Tab
• Distribution Tab
• Adding/Removing a Client Account (counterparty) from the broker list
• Fast Markets

Account Summary

• Account Summary - Overview
• Account Summary - Classifications
• Account Summary - Hedging Performance

Risk Management

Hedger Config

• Hedgers
• Hedging Overview
• Yield Profiles - Hedging Analysis Overview
• Arb Hedger Tuning
• Hybrid Hedger Tuning - Overview
• Hybrid Hedger Tuning - Triggers
• Hybrid Hedger Tuning - Guards
• Hybrid Hedger Tuning - Predicates
• Hybrid Hedger Tuning - Strategy Parameters
• Hybrid Hedger Tuning - Hedging Blocks
• Risk Management Strategy
• Multiple Risk Strategies, Portfolios & Tenants
• Compass Managed VaR base Risk Management
• VaR Calculations
• VaR/Risk limits

Automation

• Auto-Classification Summary
• Automated Counterparty Classifier - Overview
• Automated Counterparty Classifier - Counterparty white/blacklist reviews
• Automated Counterparty Classifier - Classifications and Risk Management Strategies
• Automated Counterparty Classifier - Tying to Risk Management
• Automated Counterparty Classifier - Using Classifier in Liquidity Distribution
• Adding/Removing a Client Account (counterparty) from the broker list

Pricing

Predictiveness

• Predictivity Basics
• Predictivity Review

Latency Protection

• Centralised Pricing & LP analysis

Pricing Forensics

• Top of Book View

DISTRIBUTION

• Liquidity Distribution Workflows

Channel Explorer

• Distribution Channel - Overview
• Creating a New Distribution Channel
• Sweep Detection
• What prices get published on a Distribution Channel?
• Continuity Pool
• Wide Spread Suppression
• Markup
• Liquidity Distribution Channel Markup
• Markup Profiles
• Liquidity Reduction
• Liquidity Reduction - Overview
• Liquidity Reduction - Identifying accounts that are exhausting liquidity
• Liquidity Reduction Tuning
• Disable Liquidity Reduction by Counterparty
• Multi-Channel FIX
• Multi-Channel FIX Connections
• Mirror Channels

Execution Rules

• Execution Rule Overview
• Execution Style
• Net Vol. Limit Breach
• Last Look
• Acceptance Criteria
1. Price Checks
2. Mid Distance Checks
• Price Improvement
• Published Price Deviation
• Tailoring the quality of execution to the quality of client
• Tuning rules for different executions
• Yield Profiles

Liquidity Pools

• Liquidity Pool Overview
• Liquidity Pools - Configuration
• Liquidity Pools - LP Inclusions/Exclusions for Pricing Instruments
• Liquidity Pools - Specifying LPs for Brokering

Pricing model setup

• Pricing Models - Overview Price Formation
• Pricing Models - Spread Configuration
• Pricing Models - Pricing Crosses
• Pricing Models - How are Cross Spreads Triangulated?
• Pricing Models - Nodes
• Pricing Models - Firewalls
• Pricing Models - Signals
• Pricing Models - Skew
• Pricing Model Testing Changes

Trading

Prices and Orders

• Trading Operations - Prices and Orders
• Test trades

Positions

• Trading Operations - Positions
• Tenant - Book Hierarchy
• Position Adjustment

Order History

• Trading Operations - Order History

Market Data

• Trading Operations - Market Data