debug-pnl
CommunityDiagnose and fix market maker PnL losses.
Data & Analytics#calibration#risk-management#attribution#pnl#market-making#diagnostic-workflow#edge-metrics
Authortrudumb
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Diagnose the underlying causes of market maker PnL losses by guiding a structured, step-by-step review of analytics and calibration data.
Core Features & Use Cases
- Systematic identification of drag sources (spread, adverse selection, inventory cost, fees) and routing to the relevant diagnostic components.
- Calibration and regime checks to determine if model miscalibration or regime-specific failures are at fault.
- Reproducible validation workflow including checks of attribution, edge metrics, and calibration metrics to guide fixes.
Quick Start
Run the diagnostic workflow on your market maker PnL data to start identifying loss drivers.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: debug-pnl Download link: https://github.com/trudumb/hyper_make/archive/main.zip#debug-pnl Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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