IASG:ISG01:Version 1x00

From ExtractValue Wiki

Version 1x00's objective is to redesign IASG.com. The current site will adhere to a new information and technical architecture.

IASG.com will be comprised of various modules, including Users, Groups, Products, etc. All modules are listed below with a brief description of any custom functionality. If none are listed, then the general module is used.

Contents 1 Deliverables 1.1 Old Website 1.2 URL Schema 1.3 Permissions 1.4 User 1.5 Group 1.6 Product 1.7 Content Management System (CMS) 1.8 Performance Module 1.9 Statistics Module 1.10 Charting Module 1.11 File Module 1.12 Spreadsheet Module 1.13 Articles 2 Modules 2.1 Users 2.2 Groups 2.2.1 Custom Group Types 2.3 Products 2.3.1 Custom Product Types 3 Centricity Integration 4 Database Architecture 4.1 Database Naming Convention 5 Category Tree

Deliverables

Old Website

1. Back up existing website just before the new website is launched
2. Extract:
   1. performance and statistical formulae
   2. user accounts
   3. performance information
   4. company information
   5. all files
3. Convert these to our new database

URL Schema

1. Everything

Permissions

1. Actions
   1. Create
   2. View
   3. Modify
   4. Archive
2. Permissions#Privacy
   1. Private
   2. Public

User

1. User Levels

Group

1. Baseline Fields
2. Group Types
   1. Investment Manager
   2. Custom Fields for Investments

Product

1. Investment Manager Type

Content Management System (CMS)

1. Profile Module - ability to create/edit profile for User, Group, Products; add data; add fields
   1. Dashboards for User, Group and Product
2. Image Module

Performance Module

1. Everything except for Data Feeds, which will be covered in Version 2x00
2. Calculations to include:

Calculation	v1.0	v2.0	v3.0
Compound Return	X
Arithmetic Mean	X
Standard Deviation	X
Sharpe Ratio	X
Gain Deviation	X
Loss Deviation	X
Downside Deviation MAR		X
Downside Deviation RF		X
Downside Deviation 0%		X
Sortino Ratio MAR	X
Sortino Ratio RF	X
Sortino Ratio 0%	X
Skewness		X
Kurtosis		X
Sterling Ratio	X
Calmar Ratio	X
Losing Streak	X
Regression Analysis
Annualized Alpha		X
Beta		X
Correlation		X
R-Squared		X
Tracking Error		X
Information Ratio		X
Treynor Ratio		X
Jensen Alpha		X
Active Premium		X
Performance Ratios
Outperform Up Markets		X
Outperform Down Markets		X
Outperform All Markets		X
Up Capture Ratio		X
Down Capture Ratio		X
% Up in Up Markets		X
% Down in Down Markets		X
Periods Profitable Ratio		X
Time Windows Analysis
Number of Periods			X
Percent Profitable			X
Average Period Return			X
Average Gain			X
Average Loss			X
Best Period			X
Worst Period			X
Standard Deviation			X
Gain Standard Deviation			X
Loss Standard Deviation			X
Sharpe Ratio (5.0%)			X
Average Gain / Average Loss			X
Profit / Loss Ratio			X
Downside Deviation (X0.0%)			X
Downside Deviation (5.0%)			X
Downside Deviation (0%)			X
Sortino Ratio (X0.0%)			X
Sortino Ratio (5.0%)			X
Sortino Ratio (0%)			X

Statistics Module

1. Everything

Charting Module

1. Performance Chart - chart a product
2. Comparison Chart - compare multiple products
3. Portability - Dynamic PDF, widgets

File Module

1. Everything

Spreadsheet Module

1. Everything

Articles

1. Database Architecture

Modules

Users

www.iasg.com will include the User module.

Groups

Generally, Groups will be Commodity Trading Advisors (CTAs) who wish to display performance information.

Custom Group Types

Exchange	Futures Exchange
Clearing Firm	Futures Commission Merchant (FCM)
Investment Manager	Commodity Trading Advisor (CTA)	Commodity Pool Operator (CPO)	Hedge Fund	Fund of Funds (FoF)
Broker/Advisor	Commodity Broker	Investment Advisor (IA)
Solutions Provider	Trading System	Data Vendor	Research & Analysis Vendor
Investment Company	Family Office	Bank	Insurance Company	Investment Company	Pension Fund

Products

Generally, Products will be Managed Accounts of CTAs that display performance information.

Custom Product Types

Group Type	Product 1	Product 2	Product 3	Product 4
Futures Exchange	Future
Futures Commission Merchant (FCM)	Broker Service
Commodity Trading Advisor (CTA)	Managed Account
Commodity Pool Operator (CPO)	Commodity Pool
Hedge Fund	Hedge Fund
Fund of Funds (FoF)	Hedge Fund
Commodity Broker	Financial Advice	Broker Service
Investment Advisor (IA)	Financial Advice	Broker Service	Managed Account
Trading System	Financial Advice
Data Vendor

Centricity Integration

The new site will be integrated directly with Centricity. All user account and group administration functionality will be conducted within Centricity. All user accounts will be integrated with the Centricity network.

Database Architecture

The database will follow the Correlo portal architecture.

Database Naming Convention

Category Tree