TT Score

Cluster Group View - Heat Map

Cluster Group View - Heat Map

The Heat Map shows you which traders or accounts are generating activity that has a high degree of similarity to regulatory cases. Each rectangle represents a group of clusters using color to indicate the level of risk, and size to indicate the number of clusters. These visual cues help you prioritize your cluster group review based on activity that generates the most risk.

Heat Map Display

The Heat Map display is organized into the following sections:

  1. Heat Map: Displays the Heat Map view of the selected data as well as filtering and navigation tools.
  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 Heat Map

The Heat Map groups clusters by trader, instrument, or account, and displays these groups as a collection of blocks. TT Score calculates a risk score for each block based on the clusters in the group represented by that block.

  • The color of a block indicates the severity of the score. Low scores are represented as light green and high scores are represented as red.
  • The size of a block indicates the number of clusters.

  • Metrics for the clusters in each groups are displayed within the block:
    • Max: Highest cluster score.
    • Avg: Average score of clusters within the group.
    • Cnt: Total number of clusters within the group

Heat Map Navigation and Filters

  1. Select View: Switch between the Heat Map, Outlier Chart, Alert, and Rainbow List reports.
  2. Group By: Pivot the Heat Map between Trader, Account and Instrument using the Group By feature.
  3. Cluster Filters: Determine which blocks are displayed. Use the "Clear" option to reset the filter.
Filter Description
Score Set minimum and maximum score thresholds to filter which blocks to display.
Cortex Select which models to include in the results.
Instrument Filter for one or more instruments.
ProdType Filter to for Futures, Strategies and Options on Futures.
Trader Select traders to include in the results.
Account Select accounts to include in the results.
More Filter the results by whether or not a reviewed column contains a value.

Summary Statistics

On the right side of the display is the Summary Statistics pane, which contains the following:

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

  2. Scores for the current data selection. (See table below for parameter descriptions)
  3. A pie chart illustrating the number of clusters for each group. The type of group is defined by the "Group by" drop down menu. (by Trader in this example)
  4. A table showing the number of clusters for each group
.

Scores 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.