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.

Attribution Pnl breakdown

A Python simulator for studying passive quoting, inventory control, adverse selection, markouts, and risk limits in market making.

Sub strategy track record