Hello guys,
Is there anyone who knows or that has already created a spreadsheet that enable you to monitor futures contracts positions with their given risk parameters. I am thinking of the following types of risks:
- Margin Requirement
- Value at Risk
If anyone is thinking of other risk parameters to be looking at or monitor, feel free to mention them.
Also, a simple excel spreadsheet is fine with no VBA or with VBA too. With respect to the futures underlying (S&P 500, Copper, Corn,...), I have no preference, since I just want to see and understand how one will build this spreadsheet.
Thank you all for your help
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