CVaR Management

file timestamp
1 tws_A_20221129081915.csv 2022-11-29 08:19:16
2 tws_A_20221215170000.csv 2022-12-15 17:00:00

  1. Login to Traderworkstation (tested on 10.17)
  2. Click New Window -> Portfolio Tools -> Rebalance Portfolio
  3. Click Export and rename as rebalance_?.csv where ? is one of B|C|O|A
  4. Click Choose file below to select the file from step #3 for upload (e.g. rebalance_B.csv)
  5. Click Upload below
  6. The upload will appear in the Uploads section if the previous steps were successful
  7. Repeat for each Portfolio B|C|O|A
  8. Click Generate Report Now below to receive the CVaR report for the previous business day


CVaR report for the previous business day is send at 03:35 UTC daily

Each upload must include the ticker column and weights column.

  • DES,AAPL,STK,SMART/AMEX,,,,,,3.08009
    DES,AMD,STK,SMART/AMEX,,,,,,4.685451
    DES,ASHR,STK,SMART/AMEX,,,,,,1.553386
    DES,EEM,STK,SMART/AMEX,,,,,,1.302395
    DES,EFA,STK,SMART/AMEX,,,,,,1.455148
    DES,FXI,STK,SMART/AMEX,,,,,,0.990159
    DES,GLD,STK,SMART/AMEX,,,,,,4.214791
    DES,HYG,STK,SMART/AMEX,,,,,,2.855817
    DES,INTC,STK,SMART/AMEX,,,,,,1.016208
    DES,IWM,STK,SMART/AMEX,,,,,,11.343509
    DES,KWEB,STK,SMART/AMEX,,,,,,0.778367
    DES,LQD,STK,SMART/AMEX,,,,,,2.598555
    DES,MSFT,STK,SMART/AMEX,,,,,,3.878809
    DES,NVDA,STK,SMART/AMEX,,,,,,5.855425
    DES,SLV,STK,SMART/AMEX,,,,,,3.21964
    DES,T,STK,SMART/AMEX,,,,,,1.011274
    DES,TLT,STK,SMART/AMEX,,,,,,2.616138
    DES,TSLA,STK,SMART/AMEX,,,,,,7.421545
    DES,VOO,STK,SMART/AMEX,,,,,,11.473452
    DES,WDC,STK,SMART/AMEX,,,,,,1.739446
    DES,XLE,STK,SMART/AMEX,,,,,,14.835342
    DES,XLF,STK,SMART/AMEX,,,,,,9.88823

v2_management | cvar_management | runs | status