TradeWatch Position Risk

Do you wish you have a 2nd pair of eyes to check
for any anomalous factors exposures?

With EagleAi your wish may be granted!

The advanced AI engine powering EagleAi Position Risk

EagleAi’s TradeWatch enterprise scale AI platform and its Advanced Position Risk management modules detects huge position risk exposures to reduce huge losses. EagleAi is a system which helps in mitigation of risks. Serious problems can be detected even before it happens by knowing that trends starts deviating from the norm.

EagleAi™ Position Risk is an ensemble of AI engines that observes various different factors reported by the risk calculation engines along with its dependencies on common elements such as market macro factors using its models.

The advanced AI engines powering EagleAi Position Risk modules has been built with this expertise such that losses can be prevented easily by employing EagleAi to watch out for any Position risk scenarios.

EagleAi™ TradeWatch is a Deep Learning/AI driven Risk Management product that helps to detect any large unexpected deviation of risk factors that is not explained by the dependent variables, EagleAi will send a timely alert to the Risk managers. These extra pair of eyes check by EagleAi on all trading accounts’ positions could potentially prevent catastrophic loss for a trading firm.

EagleAi Position Risk supports a wide array of factor exposures

EagleAi Position Risk observes anomalies in various facets of a portfolio such as returns and its market exposure factors. Furthermore, firms can custom-configure more position risk scenarios in EagleAi easily. It is a self-learning Artificial Intelligence engine. All it needs is data to be fed and it is ready to learn from the flows across tens of position risk scenarios and detect any impending problems based on an anomalous trend.

EagleAi™ algorithms are adaptive to current market and macroeconomic conditions and specific news events on symbols and hence reduces false positives significantly.

Position Risk Detections:

CFTC Position Limits Models:
  • Position Limits and Reporting
  • Trader positions exceed the reportable / accountability levels and speculative position limits
Portfolio Risk Models:
  • Anomalies in VaR / Factor Risks of a Portfolio
  • Anomalies in Portfolio’s P&L / Net Exposure per Equity/Vol shock
Portfolio Returns Models:
  • Anomalies in Portfolio Returns / Returns across Fund
  • Anomalies in Portfolio’s Alpha / Beta
  • Anomalies in Delta/Gamma/Vega/Theta exposure of a portfolio
  • Anomalies in Portfolio’s Sector Sharpe/Sortino Ratio
Portfolio Exposure Models:
  • Anomalies in Portfolio GrossNV/NetNV
  • Anomalies in Portfolio’s Number of positions by sector
Portfolio Performance Models:
  • Anomalies in Portfolio’s Sharpe/Sortino Ratio
  • Anomalies in Portfolio’s GrossNV/NetNV by Country