This page provides access to position comparison reports that analyze our current portfolio against buy and sell recommendations from CSV files.
Overview of all positions including total values, long/short breakdown
Combined Buy/Sell RecommendationsUnified view of all recommendations sorted by Net Flows (3M ADVT days)
Buy Recommendations vs PositionsComparison of buy recommendations with existing positions
Sell Recommendations vs PositionsComparison of sell recommendations with existing positions
Largest 20 Short PositionsTop 20 short positions by quantity with external RIC, borrow availability, and alpha values
Filtered recommendations (Abs_Net_Flows > 1) with price, returns, and lot size data
Enhanced Recommendations (Borrow Data Only)Filtered to show ONLY recommendations with valid borrow availability data
Enhanced Recommendations (BUY No Borrow)BUY recommendations where borrow availability data is not available
Enhanced Recommendations with AlphaEnhanced recommendations joined with alpha data, sorted by alpha signal, no borrow filtering
CSV-formatted dealname entries with copy-to-clipboard functionality
Dates and Paths DocumentationComplete documentation of all dates, file paths, and data sources
Complete dump of position file data with all columns and RIC codes
Buys CSV Data DumpComplete dump of buys.csv file with all columns and data
Sells CSV Data DumpComplete dump of sells.csv file with all columns and data
Debug: Missing AssetKeyRecommendations that failed AssetKey mapping
Raw price frame data from SignalMgr
Returns Frame Data DumpRaw returns frame data from SignalMgr
Trading Lot Size SummaryTrading lot size data grouped by exchange
Alpha Frame Data DumpAlpha signal data from strat_asia_v1 strategy
GS Borrow Data DumpGoldman Sachs borrow availability and rates data
Universe Response DataUniverse response file from incoming directory with statistics