Strategy Tearsheet: Sentiment Analysis Trader
HFT Performance Metrics
Sharpe Ratio (Daily)
3.15
Avg. Holding Time
3.5 sec
Trade Distribution by Hour
| Hour (ET) | Trade Count | Net P/L |
| 09:00 - 10:00 | 15,234 | $18,737.82 |
| 10:00 - 11:00 | 11,890 | $14,624.70 |
| 11:00 - 12:00 | 8,456 | $10,400.88 |
| 12:00 - 13:00 | 6,112 | $7,517.76 |
| 13:00 - 14:00 | 7,980 | $9,815.40 |
| 14:00 - 15:00 | 10,543 | $12,967.89 |
| 15:00 - 16:00 | 18,901 | $23,248.23 |
Latency Analysis (microseconds)
| Metric | p50 | p90 | p99 | Max |
| News Ingest to Signal | 150 | 250 | 400 | 1,200 |
| Signal to Order | 50 | 80 | 120 | 300 |
| End-to-End | 200 | 330 | 520 | 1,500 |