The Systemathics Standard Reporting includes a Performance Summary which provides an extensible set of statistical measures about the trading performance of the strategies such as P&L, Mark-to-Market, Maximum Drawdown, Sharpe, Sortino, Winning Trades and more.
The reports provide also the detailed performance on a trade-by-trade basis: orders, statuses and executions. It includes time stamps, prices, sizes, signal tags …
The activity of the strategies such as signal generation, status changes and logs are also stored and could be processed and analysed.
Best Execution SaaS
Systemathics helps you prove to your clients and to the regulators that you were acting in their best interests on any trade. High level of customization in reports’ design and delivery.
Best-in-class data normalization and indexation to help you zoom in from the portfolio view to the order view. Automated solutions for private & public data matching.
Post trade analytics
Automated and simple navigation from the portfolio level, asset class, to financial instrument to individual order and trade. Fully customizable views for better decisions.
Full audit trail that enables you to keep a highly granular record of the entire trade life-cycle to fulfill internal needs and to comply with regulatory requirements.