Bloomberg portfolio exposure help!

[real1g]

Hey guys!

I need some help automating my portfolio:

I have about 40 positions. 1/3 pure options. 2/3 stock hedged with options. In order to keep myself honest, I manually get the deltas for all my options, and the closing prices of the options and stocks.

After this I calculate the net exposure of the whole portfolio by calculating how long/short I am on each trade I'm in. This is very labor intensive and I'm wondering if anyone knows how I can automate this data processing.

Thanks!

 

[Hebluc]

It has been a while since I got into calculations so rather than trying to get technical on anything (also considering I never traded options), all I can suggest are some ways you can approach it. Given the subject line of your post I assume you are using Bloomberg as a data provider. The terminal will have its own portfolio grids to calculate this. The most important fact whether you are using Bloomberg or not is that excel is the tool of choice for most people on this. Bloomberg provides an API data service (think it is free), but you need the coding to get excel connected to the streaming Bloomberg data. Best thing to do is call up Bloomberg and ask them to send over the coding spreadsheets. Once you have the code for the data all you need to do is type the correct code into the excel box and the data will start streaming immediately. From here it is pretty simple; with basic excel formulas you can turn the data into whatever you want it to be. You will be able to set all the calculations you do on a daily basis, so it is updating in real-time.

if you are not using Bloomberg...just make sure you have a data stream that can feed into excel and the principal is the same....

anyway... I hope this helps. Sorry I cannot give you the exact excel formulas, but the best place to start is once you have the data feeds on your excel sheet you can get the formulas of the web.