I'm looking for a site/service that will compile and deliver all kinds of trading performance stats based on IB's trading records excel file. Yes, I could do it on my own but it will take quite a bit of time. Furthermore IB's account management activity reports lacks some stats that I'm looking for (such as profitability and win % in different 1hr blocks of the time of the day) Does anyone know such service?
Did you see the recent addition of the transaction cost performance metrics at IB? They have really great stuff there, better than many hedge funds. Various horizon conditional alphas split up by ticker, exchange, order type, etc, etc. You can find it in Account Management, under Reports -> Transaction Cost Analysis.
I saw that, its cool to learn more about which routes are better, which are screwing you, etc. But I'm more interested in performance stats rather than cutting costs
Collective2.com will offer this service in a few weeks. Visit the C2 forum and watch for the announcement when it's available.
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