TT Score

Cluster Group View - Outlier Chart

Cluster Group View - Outlier Chart

To allow for easy detection of problematic groups of clusters in big data sets with disparate customer or trader cluster volumes, the Outlier chart displays the percentage of high-risk clusters within an group's total clusters.

Outlier Chart Display

The Outlier Chart display is organized into the following sections:

  1. Outlier Chart: Displays the Outlier view of the loaded 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 Outlier Chart

The Outlier Chart displays every cluster group's percentage of clusters with a score above a threshold defined by the user. This allows for easy detection of problematic trading in big data sets with disparate customer or trader cluster volumes.

  • The color of the dot indicates the severity of the score, with low scores represented as dark green and becoming yellow and finally dark red as risk scores increase.
  • The position of a dot in the X-axis indicates the number of clusters contained in the dot.
  • The position of a dot in the Y-axis indicates the percentage of clusters that exceeded the score.

Outlier Chart 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 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 import.
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.