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Post Trade Analysis, Post Trade Analysis - Coggle Diagram
Post Trade Analysis
PnL Reporting
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FTD Pnl ( vwap, exe, signal)
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Categorical Report
Group wise : participation --> slippage, Turnover
Bucket wise participation --> slippage, Turnover
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Post Trade Analysis
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Slippage
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Summary Table
Standard: Date, AccountId, StrategyId
FTD + MTD: Vwap , Model, Execution slippage
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Analysis Table
Standard: Date, AccountId, StrategyId, Estee, Ticker
Price: Vwap, Execution, Signal Price
Calculation: Volume, Diff*qty
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Categorical: group1, group2
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Categorical Report
Group wise : participation --> slippage, Turnover
Bucket wise participation --> slippage, Turnover
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PnL Reporting
Summary Table
Standard: Date, AccountId, StrategyId
FTD + MTD: 4Pnl ( ideal, vwap, exe, signal)
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Analysis Table
Standard: Date, AccountId, StrategyId, Estee, Ticker
Price: Vwap, Execution, Signal, Price
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FTD: 4Pnl ( ideal, vwap, exe, signal)
Categorical: group1, group2
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