1. A method of managing risk associated with a portfolio, the portfolio comprising a plurality of positions, each of the plurality of positions being associated with at least one product traded on an exchange, the method comprising: (a) computing a first spread between a first two or more positions of the plurality of positions, the first spread being computed based on a first algorithm; (b) computing a second spread based on at least one second position of the plurality of positions, the second spread being computed based on a second algorithm different from the first algorithm; and (c) assessing the risk associated with the portfolio based the first and second spreads.