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
3 tws_B_20230929042127.csv 2023-09-29 04:21:27
4 tws_C_20230929042422.csv 2023-09-29 04:24:23
5 tws_O_20230929042538.csv 2023-09-29 04:25:38
6 tws_A_20230929042621.csv 2023-09-29 04:26:22
7 tws_B_20230930150810.csv 2023-09-30 15:08:10
8 tws_C_20230930150905.csv 2023-09-30 15:09:05
9 tws_O_20230930150934.csv 2023-09-30 15:09:34
10 tws_A_20230930151109.csv 2023-09-30 15:11:10
11 tws_B_20231003051705.csv 2023-10-03 05:17:05
12 tws_C_20231003051741.csv 2023-10-03 05:17:42
13 tws_O_20231003051802.csv 2023-10-03 05:18:03
14 tws_A_20231003051826.csv 2023-10-03 05:18:27
15 tws_B_20231005035702.csv 2023-10-05 03:57:02
16 tws_C_20231005035732.csv 2023-10-05 03:57:32
17 tws_O_20231005035756.csv 2023-10-05 03:57:56
18 tws_A_20231005035831.csv 2023-10-05 03:58:31
19 tws_B_20231007025607.csv 2023-10-07 02:56:07
20 tws_C_20231007025718.csv 2023-10-07 02:57:19
21 tws_O_20231007025736.csv 2023-10-07 02:57:36
22 tws_A_20231007025756.csv 2023-10-07 02:57:57
23 tws_A_20231027041643.csv 2023-10-27 04:16:44
24 tws_B_20231031083629.csv 2023-10-31 08:36:29
25 tws_C_20231031083658.csv 2023-10-31 08:36:59
26 tws_O_20231031083717.csv 2023-10-31 08:37:17
27 tws_A_20231031083734.csv 2023-10-31 08:37:34
28 tws_B_20231101064959.csv 2023-11-01 06:49:59
29 tws_C_20231101065020.csv 2023-11-01 06:50:21
30 tws_O_20231101065037.csv 2023-11-01 06:50:37
31 tws_A_20231101065056.csv 2023-11-01 06:50:56
32 tws_B_20231102061654.csv 2023-11-02 06:16:55
33 tws_C_20231102061722.csv 2023-11-02 06:17:22
34 tws_O_20231102061747.csv 2023-11-02 06:17:48
35 tws_A_20231102061820.csv 2023-11-02 06:18:20
36 tws_B_20231103104400.csv 2023-11-03 10:44:00
37 tws_C_20231103104433.csv 2023-11-03 10:44:34
38 tws_O_20231103104453.csv 2023-11-03 10:44:54
39 tws_A_20231103104517.csv 2023-11-03 10:45:17

  1. Login to Traderworkstation (tested on 10.17)
  2. Click New Window -> Portfolio Tools -> Rebalance Portfolio
    3. Click Export and rename as bcoa_rebalance_?.csv where ? is ONE of B|C|O|A
      Click Export and rename as shariah_rebalance_?.csv where ? is ONE of C|B|G
  4. Click Choose file below to select the file from step #3 for upload (e.g. bcoa_rebalance_B.csv or shariah_rebalance_G.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 or C|B|G
  8. Click Generate BCOA Report Now or Generate Shariah 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