pnl-attribution

Sub strategy track record

Attribution Pnl breakdown

Automated monthly fund P&L attribution report: Breaks down portfolio performance by security, sector and geography vs budget and prior month

Synthetic limit order book simulator and market-making research lab with imbalance signals, inventory-aware quoting, adverse selection, PnL attribution, and ETF premium/NAV experiments.

PnL attribution and alpha decay framework for FinBERT sentiment signals — Information Coefficient decay curves, Spearman rank correlation, statistical significance bands, rolling signal quality monitoring.