Watchlists: Overview

Watchlists are a tool to easily organize lists of securities that can be used to support various workflows. Watchlists can be used to:

  • Monitor your universe to track how each security's underlying factor characteristics change day-by-day (shown above).

  • Act as a universe filter, where a watchlist can be used in a security search to include / exclude the names in the watchlist (research prioritization, shown below)

  • Include watchlist securities in an optimization or as names to use in a hedge (hedge baskets, shown below)

Sample Workflows

Research Prioritization

Hedge Baskets Using Securities From a Universe

Getting Started with Watchlists

Watchlists are located under the “Watchlists” tab in the home menu. There are two ways to create a watchlist:

  • on-the-fly via security profile / security search

  • create a blank watchlist and upload securities with CSV upload

Watchlists can be generated from a security search, or names can be added on the fly through the security profile. 

Once generated, a watchlist can be viewed to show security characteristics and a security filter (shown below) can let you easily pinpoint security attributes for side-by-side comparison.

Watchlist Upload

A list of securities can be quickly uploaded to any existing watchlist using the CSV / Excel File Watchlist Upload feature. Navigating to the watchlist home screen, clicking on the three dot menu, and selecting edit > upload securities will then display the watchlist upload screen.

The list of securities must be submitted using the following columns:

  • SEDOL (recommended)
    For best coverage & matching, it is best to include a list of SEDOLs. No other data is required if uploading with SEDOLs.

  • Ticker (optional)
    Bloomberg tickers may be provided. International tickers are input as ticker followed by the two-letter country code, with a space between. E.G. MSFT MX  

  • Date (optional)
    A date column can help map securities to a date when the security existed within the model, E.G. de-listed securities can be uploaded in the past. To properly process the date column, if one security uses a date then all securities must include a date.

More information about Common Position Format is found in this article.

Modeled Watchlist Data

The watchlist GUI displays security data as provided by a risk model. The selected risk model is shown in the top-right corner of a watchlist. This dropdown menu allows you to quickly change the model to view these watchlist securities from another point-of-view.

To access this data from the API, we suggest using query.model.securitySearch( universe: {watchlistID} ) over the query.watchlist(id) node, since the former node will return modeled data, similar to what is shown in the app.

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