Tools / Software to auto-evaluate my portfolio's FX exposure?

Discussion in 'Forex' started by d0rian, Jun 30, 2016.

  1. d0rian

    d0rian

    My portfolio consists of equities and equity-options denominated in both US and Canadian dollars. As it's gotten larger and more diversified, I've had trouble tracking just how exposed i am to the USD/CAD dollar, in what magnitude, and in which direction, etc. When it consisted mostly of index funds and a few large-cap stocks, it was easy enough to have a general sense of whether I was, say, long or short the CAD, but it's just too unwieldy now: I hold both Canadian and US stocks, equity options on both, and sometimes I even have equity/option positions on the US listing of a Canadian company (since spreads sometimes tighter w/ more liquidity on US exchanges).

    Are there tools / software available that will automatically track / quantify my currency exposure? I've typically just operated on a 'meh, no one can predict FX movements so who cares?' philosophy, but if my exposure gets too great, I want to look into hedging strategies...but first step is accurately measuring + tracking. Anyone help? Thanks!
     
  2. Take a look at this. I haven't used it, still with my customised Excel sheets, but I see from the screenshots that there is provision to set values in base currency, so that might work for you. There is a free 30 day trial.

    https://www.tradingdiarypro.com/
     
  3. I agree, today no conservative money manager can operate without some currency component. The only thing I could come up with that makes sense is to simply start trading a small fx account on the side.