Treatment of short positions

Portfolio Service Investment Agent" module or "Portfolio Service Rebalancing" module

Short positions are transferred to the rebalancing view and are fully included in the total assets. The name is preceded by the word "Short:". Pieces are negative by convention, as are weights.

New short positions can be added to the view manually: A short position is created by dragging and dropping while holding down the <SHIFT> key. A checkbox for selecting short positions appears in the search dialog under "Add new security position".
In portfolio rebalancing, short instruments can be added to the rebalancing positions using drag & drop and the search function. For this purpose, the existing short positions are also included in the selection of the securities account portfolio.

To include the security you are looking for as a short position, activate the "Short position" checkbox in the "Object search" dialog box.
All 4 modes can be used when reallocating short positions. A negative weight must be entered for "Adjust to x%" and a corresponding negative weight for "Change by" if the position is to be increased. In the case of "Change by revenue x%", it is not the amount of revenue but the amount of investment that is used as a counterweight.
In portfolio rebalancing, the short instruments now appear in the instrument filter. In addition, short positions with a negative weight can be included in modules.
In the same way as when selecting securities for rebalancing, when adding securities via the "Search" icon in the "Restrict rebalancing to securities" area ("Rebalancing" tab), you will find the "Short position" checkbox in the search result of the object search to mark the selected securities as short positions.

In portfolio rebalancing, you have the option of performing pre-trade checks by viewing the rebalancing portfolio before realizing orders. The rebalancing portfolio is opened from the rebalancing interface in a separate workspace. Restriction violations are also displayed here. Optionally, open orders can also be taken into account in this evaluation.

If you would like to take short positions into account when configuring the investment agents, this is possible, for example, when defining the allocation formulas. Enter a negative value as the "weight" for the corresponding positions in your allocation formula.

A negative value for short positions can also be entered in the "Weight" column when configuring the modules manually.