TT Score

Cluster Group View - Alerts

Cluster Group View - Alerts

The Alerts view displays the results of analyzed trading clusters flagged by TT Score for potentially disruptive or manipulative trading activity. This view automatically groups trading activity by trader, instrument, and cortex, with each row representing a unique combination of the three.

Alerts Display

The Alerts display is organized into the following sections:

  1. Alerts Panel: Displays the Alerts view of the selected data. Filtering and navigation tools are provided at the top of the panel.
  2. Summary Statistics Panel: Shows metrics about the selected data in the current view.
  3. Date Selection Panel: Manages the dates available to TT Score.

Interpreting the Alerts View

The Alerts view allows you to conduct cluster group reviews and identify cluster groups which require further attention. Reviewing the clusters within a group will bring up Rainbow list pre-filtered to the trader, instrument and cortex displayed.

The following columns are displayed for each alert.

  • Cortex: The name of the model used for analyzing the data and generating the alert.
  • % High Risk: The percentage of clusters flagged as being at high-risk for problematic trading activity based on the Cortex.
  • Clusters: The total number of clusters analyzed.
  • Instrument: The name of instrument that was traded.
  • Trader: The name or ID of the trader submitting the trades.
  • Max Score: The TT Score value indicating the risk problematic trading based on the Cortex. Higher values indicate a greater likelihood of manipulative or disruptive trading activity.
  • Reviewed: An indication of whether the alerts data was reviewed.

Alerts Navigation and Filters

When an Alerts view is generated, the following navigation and filters are available.

  1. Select View: Switch between the Heat Map, Outlier Chart, Alert, and Rainbow List reports.
  2. Sort By: Pivots the Alerts view between Trader, Account, and Instrument.
  3. Alerts Filters: Determines which columns are displayed.

Alerts filters are described in the following table.

Filter Description
% High Risk The percentage of clusters flagged as being at high-risk for problematic trading activity based on the Cortex.
Cortex The name of the model used for analyzing the data and generating the alert.
Instrument Filter for one or more instruments using either the drop down or the search box.
ProdType Filter to for Futures, Strategies and Options on Futures.
Trader Select traders to include in the results using the drop down or the search box.
Clear Resets the filters.
0s checkbox When checked, clusters with a score of zero are filtered out of the view.

Alerts Details

Click on an alert in the Alerts Panel to view its details.

The following details are provided.

  • File name: The location of the CSV file containing the alerts details.
  • Cortex: The name of the model used for analyzing the data and generating the alert.
  • Instrument: The instrument being traded.
  • Trader: The name of ID of the trader submitting the trades.
  • Alert Reviewed: Shows a checkmark if the alert has been reviewed.
  • % High Risk: The percentage of clusters flagged as being at high-risk for problematic trading activity based on the Cortex.
  • Max Score: The TT Score value indicating the risk problematic trading based on the Cortex. Higher values indicate a greater likelihood of manipulative or disruptive trading activity.
  • Min Score:
  • Total # of Clusters: The total number of clusters analyzed for the selected Cortex.
  • # of High-Risk Clusters: The number of clusters with a high-risk of problematic trading activity.
  • # of Clusters > 0: The number of clusters with some risk of problematic trading activity.
  • # of Reviewed Clusters: The total number of clusters analyzed using the selected Cortex.

Cluster Group Review

The Cluster Group Review lets you record notes and recommendations after reviewing the cluster information in the alert. The notes are stored with the cluster group, so can be reviewed any time. Additionally, TT Score maintains a history of the notes added to an alert review, including the reviewer ID and date the note was added. To review a cluster group, click REVIEW ALERT, enter a message as needed, and click SUBMIT.

When you submit a review, with or without comments, the Reviewed column for the cluster group in the Alert view and is marked as reviewed in the cluster group's alert details.

If desired, you can also attach review notes to each of the individual clusters in the cluster group by enabling the Bulk Review All Clusters For This Alert setting.

When any cluster in the cluster group is inspected with the Cluster Scorecard, the bulk review notes automatically appear in its individual Cluster Review.

Summary Statistics

The Summary Statistics panel on the right side of the display contains the following charts and statistics.

  1. A bar chart summarizing the number of clusters for each category of problematic trading activity.

  2. Summary data for the current data selection.

Summary data fields are described in the following table.

Field Description
Min Risk The minimum individual cluster risk score.
Mean Risk The average risk score of all clusters contained in the current data selection.
Median Risk The median individual cluster risk score.
Max Risk The highest individual risk score seen the the currently viewed data.
#_clusters Total number of clusters.

Date Selection Panel

On the left of the screen, the Date Selection Panel shows the daily activity logs that have been selected using the date picker and are available for data visualization.

  1. Date picker: Date-based selector to add daily activity data into the Date Selection Panel .
  2. Selected Dates: Dated logs that are included in the current chart.
  3. Recently Unloaded: Dated logs that have been added to TT Score but are not included in the current view.