post-trade-forensics

Detect intraday edge decay by comparing expected versus realized execution metrics across slippage, fill rate, hit rate, and alpha. This continuous monitoring surfaces structural degradation caused by microstructure regime shifts or crowding.

Post-trade forensics is the continuous validation that a strategy's structural edge still exists after costs. It identifies decay due to microstructure regime change or crowding, enabling proactive quarantine and revalidation.

Integrate live trade records with backtest baselines to run daily health checks. This surfaces decay signals by quantifying the gap between expected and realized net alpha performance.

Yes, automated interventions like quarantine, risk scaling, and hypothesis revalidation are triggered when decay is detected. This preserves strategy health by preempting degradation from crowding and latency issues.

Post-trade forensics monitors regime stability and latency effects by comparing expected versus realized execution metrics. It detects microstructure regime shifts that degrade intraday performance.

Validate structural edge by applying post-trade forensics to compare expected versus realized execution metrics intraday and post-trade. This quantifies net alpha degradation and drives automated risk scaling interventions.