Daily P&L attribution
Each desk's P&L explained and signed off by noon
How a run goes
The steps this agent takes, in order, and what each one leaves behind.
Reads positions, trades and end-of-day prices
Attributes each desk's daily profit and loss to price, new trades, funding, fees and unexplained
Computes the attribution and isolates the residual
Flags unexplained amounts above the threshold and traces them to the trades or prices behind them
Drafts the pack with the exceptions first
Produces the sign-off pack for product control with the commentary per desk
Works in
Snowflake, Tableau, MS Teams
Snowflake, Tableau, MS TeamsWhat it does
- Attributes each desk's daily profit and loss to price, new trades, funding, fees and unexplained
- Flags unexplained amounts above the threshold and traces them to the trades or prices behind them
- Produces the sign-off pack for product control with the commentary per desk
Connects to
Need it to work differently?
Every agent can be changed: the steps it takes, the systems it uses and who approves what.