Trading Analytics

Trading Performance & Strategy Analytics

Measuring what a strategy is actually doing once it is live.

Live results diverge from backtests for reasons that are usually findable: costs, timing, sizing, or an edge that has decayed. Attribution tells you which, and therefore what to fix.

What this covers

Attribution of live-versus-backtest divergence to specific causes
Execution quality analysis: slippage, timing, fill rates
Strategy deterioration monitoring with defined review triggers
Reporting dashboards for you, your partners or your investors

Services in this area

9 pages

Forex Performance Analysis

What your results actually show, once noise is accounted for.

Strategy Analytics

Per-strategy diagnostics across time, instrument and regime.

Trade Attribution

Which decisions produced the P&L, and which merely accompanied it.

Drawdown Analysis

Depth, duration and cause of drawdowns, against expectation.

Live vs Backtest

Quantifying the gap and attributing it to specific, fixable causes.

Strategy Deterioration

Detecting decay early enough to act, with pre-set review triggers.

Execution Analytics

Fill quality, timing and cost measured against a defined benchmark.

Trading Reporting

Automated reporting for partners, investors or internal review.

Performance Dashboard

A single live view of results, risk and system health.

Tell us what you are trying to build

Describe the problem and we will tell you plainly whether we can help, roughly what it would take, and what it would cost. If it is not a fit, we will say so.

Analyze My Trading Results