pnl-attribution
CommunityP&L Attribution for Trading Systems
Finance & Accounting#risk management#quantitative research#attribution#pnl#trading systems#production controls
AuthorGhostOf0days
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill automates the complex process of P&L attribution, providing essential diagnostics, risk controls, and auditable outputs for production trading systems.
Core Features & Use Cases
- Reproducible Research: Execute P&L attribution with consistent methodologies and controls.
- Production Controls: Implement robust checks, limits, and rollback procedures for live trading.
- Diagnostic Analysis: Generate detailed reports on risk, P&L, and control effectiveness.
- Use Case: When a trading desk needs to understand the drivers of daily P&L fluctuations and ensure adherence to risk limits, this Skill provides the necessary tools and workflows.
Quick Start
Run the pnl attribution diagnostics script with your input data.
Dependency Matrix
Required Modules
pandasargparsejson
Components
scriptsreferences
💻 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: pnl-attribution Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#pnl-attribution Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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