What does your execution actually cost — versus what your model prices?
An end-to-end audit of execution performance, profit attribution, latency, fill quality, and markout, culminating in a dollar-attributed profit-leakage audit and a prioritized remediation sequence. Delivered remotely from artifacts you already produce: no access to your code, production environment, or credentials. You choose what to share. Every engagement runs under a mutual NDA, confidential and secure.
What you get
- 01A dollar-attributed gross→net cost map: where edge is captured, by lifecycle stage.
- 02Performance & risk stats: PnL, Sharpe/Sortino/Calmar, drawdown, per-symbol.
- 03Latency & fill quality: full percentiles, tail ratios, markout surfaces, edge distribution.
- 04A prioritized findings & remediation register, with a recorded readout.
Why this, not an AI
An AI gives a plausible narrative; this is measurement. It computes exact percentiles over millions of your fills and joins them to public market data for true markout, then attributes the leakage in dollars. An AI has neither your fills nor the prices, so it can't derive your number, only invent one.
Risk-free to try
Read the sample report end to end before you book, the exact report you'll receive. Satisfaction guarantee: if you don't find it worth the fee, no charge. Mutual NDA available, download the template.