Analytics
Not what we made, but exactly how we made it
A single profit number is management theatre. Performance intelligence answers where profit came from, what it cost in risk, and whether it is repeatable.
Attribution Dimensions
By Strategy
Contribution per strategy set against the risk capital that strategy consumed.
By Asset and Venue
Which instruments and which venues actually generate the return, net of fees.
By Time
Hourly and daily distribution, exposing session-specific strength and weakness.
By Direction and Leverage
Long against short, and return earned per unit of leverage employed.
By Cost
Exchange fees, funding paid and received, and slippage separated from trading edge.
Realized and Unrealized
Locked-in results kept distinct from open mark-to-market exposure.
Management Questions It Answers
- Which strategy earns most per unit of risk capital?
- Where did today's loss actually originate?
- Are we paying more in funding than we earn in carry?
- Which venue is the most cost-efficient for each instrument?
- Is performance concentrated in one asset?
- Is the desk's return on risk capital improving?
Boundary
Reporting covers the company's own trading results. SCOSDesk produces no investor account statements and no client performance reporting.