Pytheas Margin Dashboard

Model parameters

EWMA λ0.9–0.999

MPOR (days)1–10

Lookback (#)100–1500

Confidence0.9–0.999

Risk measuretail metric

Portfolio

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Instrument	Currency	Quantity
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Build a portfolio (or load a sample) and click Run margin. Results show FHS, StressHS, APC-blended IM, diversification benefit, the P&L distribution and per-instrument breakdown.

Lookback

700 scen

Confidence

99.0% CVaR

MPOR

2 days

EWMA λ

0.990