Filters¶
Most widgets (Stress Test, Risk Attribution, Backtest) can display information for all portfolio positions or for a subset of securities, letting you emphasize a subset's contribution to the whole. A filtering language controls what is displayed in each widget.
Widgets that have been pre-processed with a filter show the filter name in their title. You can see the active filter expression by hovering over the word Filter in the widget header.
Supported Filters¶
| Filter | Example | Options |
|---|---|---|
currency |
currency('foreign securities') |
'foreign securities', 'domestic securities', 'currency hedges', 'non-USD currencies' |
exposure |
exposure('short') |
'long' (long calls and short puts), 'short' (long puts and short calls) |
type |
type('equity option long delta') |
'equity option long delta', 'equity option short delta', 'future option long delta', 'future option short delta', 'foreign equity long', 'foreign equity short', 'us equity long', 'us equity short', 'fx' |
liquidity |
liquidity('0-5%') |
'0-5%', '5-25%', '25-50%', '50-100%', '100-300%', '>300%' |
Filters return the IDs of the matching securities. The basic filters above can also be combined into more complex logical expressions.
Where Filters Are Available¶
Filters are currently supported in the following widget templates:
- Stress Test Filters
- Risk Filters
- Backtest Filters