RISK RADAR
HEAT——
Notional—
Margin—
Δ-weighted—
Kelly—
EXPOSURE & DEFENSE
◀ SHORT —
Net —
LONG — ▶
zero-centered · cap 60% / direction
Combined Δ
—
Gross −5%
—
Stress −5%
—
Circuit
—
Defense
—
Tail Hedge
—
Overlay
—
PORTFOLIO
—
Instruments—
Notional—
Regime—
Unrealized—
Realized—
Drawdown—
RV / IV
—AssetIVRV 1HRV 24HRV/IV
GREEKS
Δ DELTA
—
—
Γ GAMMA
—
—
V VEGA
—
Θ THETA
—
DRAWDOWN LADDER
—Current
—
Regime
—
Kelly
—
Drawdown25% max
8%12%18%
EQUITY FLOATING · DAILY P&L
Net Floating Δ
—
Equity —
——
Best day—
Worst day—
Green days—
LossProfit
Mon
Tue
Wed
Thu
Fri
Sat
Sun