TOPs:Portfolio:Correlo

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A Portfolio in Correlo represents an accumulation of financial transactions. This can generally be thought of as an investment portfolio.

Contents

Objective

  • to use TOPs effectively with Correlo
  • Track hypothetical vs. actual vs. real Portfolios
  • rank portfolios
  • allow competitions for portfolios
  • calculate statistics and charting just like a Product in Correlo
  • to associate portfolios to a Product

Version 1.0 (viewing personal)

Hypothetical/Actual/Real

  • Hypothetical = a backtested portfolio that is not created and updated in real-time, but instead relies on past values
  • Actual = a forward-tested portfolio that is updated in real-time and only contains Orders on current values, AND first order in the portfolio must be adding funds
  • Real = a portfolio built on Orders originating from a dynamic feed from a reputable source
  • If a User desires to have an Actual Portfolio, then a starting value needs to be specified.
    • This is done by creating an Order for adding funds
    • This must be the first Order in the Portfolio
    • If first order in portfolio is not adding funds, the portfolio will NEVER be considered actual, it WILL only be a hypothetical or real portfolio
  • A Portfolio is Hypothetical if any of the Orders are past values. Note that a Hypothetical Portfolio is currently only achievable in Correlo.
  • A Portfolio is Real if the data is pulled from a live data feed. This will flagged in a method TBD.
  • Styling and aggregation (ranking) will change based on the Hypothetical/Actual/Real status

Open Positions

Open Positions are the opposite of Closed Positions

View All Orders

Viewing all Orders is the equivalent of viewing a list of each transaction, regardless of any aggregation.

Portfolio Digest

Due to the high volume of orders and how calculation intensive determining open/closed positions would be, the portfolio_digest table should cache all open and closed positions similar to Activity Feeds

Statistics

  • A new portfolio_statistics table will be created that will have the same columns as product_statistics
    • This will be used to cache portfolio statistics

Version 2.0 (aggregation)

Ranking and Filtering

  • Portfolios will share the same Ranking as Products
  • Portfolios will share the same filtering module as Products
    • In addition, Portfolios can be filtered by Hypothetical/Actual/Real status

Product to Portfolio

The purpose of sub-products is to create multiple Product to Product relationships. In investments, this will be used to create a relationship between a Fund and the markets that it trades.

  • The Admin of a Group will have the option of assigning a Product to a Portfolio. This will occur on the Product edit page.

Version 3.0 (real portfolios)

This is dependent on Correlo:Trading Analytics, which will be planned in a future Release

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