post-trade-forensics

What problem does it solve?

Post-trade forensics provide continuous validation that the structural edge a strategy exploits still exists after costs, and detects decay due to microstructure regime change or crowding, enabling proactive quarantine, risk scaling, and revalidation.

Core Features & Use Cases

• Continuous expected vs realized performance monitoring across slippage, hit rate, and net alpha to identify edge decay.
• Regime stability and microstructure crowding detection to preempt degradation and latency issues.
• Automated interventions (quarantine, risk scaling, revalidation) to preserve strategy health and inform hypothesis updates.

Quick Start

Run a daily health check against live and backtest baselines to surface decay signals.