Trade Analytics in Increasing Alpha: Brasil Investment Summit

Trade Analytics Evolution to increase Trading and Portfolio Alpha

• Trader and Broker Performance vis-a-vis Market
• Trader and Broker Performance vis-a-vis Models and Peers
• Portfolio Manager and Trader profiling
• Broker and Strategy selection
• Trader Risk/Reward and Performance Attribution
• Using Trading Estimates in Portfolio Optimization

Utilizing various benchmarks can allow the firm to identify performance of specific roles within a trade, and the timing of those trades.  By doing so, we can optimize our trading strategies and cost savings by building efficiency frontiers that measure performance and timing.  You can profile your clients PM.  One of his findings using this framework is that performance would be improved if PMs would act faster on buy decisions.

By Mike Pieper, Brasil Investment Summit