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Market Maker P&L Excel Template

Optimize market making performance with comprehensive P&L analysis, spread optimization, and inventory management tools for trading desk operations.


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Master Market Making P&L with Professional Trading Analytics

Market making P&L analysis requires sophisticated tracking of spreads, inventory positions, and trading performance across multiple securities. Our Market Maker P&L template provides comprehensive tools to analyze trading performance, optimize spreads, and manage inventory risk with institutional-quality analytics.

From spread analysis to inventory management, optimize market making operations. Built for market makers, trading desks, and quantitative analysts, this template helps you track P&L performance, analyze spreads, and optimize market making strategies.

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Comprehensive Market Making P&L Analysis

Trading P&L Attribution

Analyze trading P&L with detailed attribution including spread capture, inventory carry, and market movement impacts. Track realized and unrealized P&L across time periods.

Spread Analysis & Optimization

Analyze bid-ask spreads with capture rates, spread compression, and competitive dynamics. Optimize spread pricing based on volatility, volume, and market conditions.

Volume & Turnover Analysis

Track trading volume, turnover rates, and flow analytics. Analyze customer flow patterns, institutional versus retail mix, and volume-weighted performance.

Market Share & Competitive Analysis

Monitor market share across different securities and time periods. Analyze competitive positioning, quote frequency, and market making effectiveness.

Inventory Management & Risk Control

Inventory Position Tracking

Track inventory positions across all securities with real-time position updates, aging analysis, and concentration monitoring. Analyze inventory turnover and holding periods.

Inventory Risk Management

Monitor inventory risk with VaR calculations, position limits, and stress testing. Implement automated alerts for position breaches and concentration limits.

Hedging & Risk Mitigation

Analyze hedging strategies with delta hedging, sector hedging, and portfolio hedging approaches. Track hedge effectiveness and basis risk.

Capital Allocation & ROE

Optimize capital allocation across securities and strategies. Calculate return on equity, capital efficiency, and risk-adjusted returns for market making activities.

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Frequently Asked Questions

How does it track market making P&L attribution?

The template provides detailed P&L attribution including spread capture, inventory carry, market movement impacts, and trading fees. It separates realized and unrealized P&L with time-based analysis.

Can it optimize bid-ask spreads?

Yes, the template analyzes spread performance with capture rates, competitive dynamics, and market conditions. It provides optimization frameworks for spread pricing based on volatility and volume.

How does it handle inventory risk management?

The template includes comprehensive inventory risk management with position tracking, VaR calculations, and automated alerts. It monitors concentration limits and provides hedging analysis.

Does it include competitive analysis?

The template provides market share analysis, competitive positioning, and quote frequency metrics. It helps analyze market making effectiveness relative to competitors.

How does it calculate return on equity for market making?

The template calculates ROE with capital allocation analysis, risk-adjusted returns, and capital efficiency metrics. It provides performance measurement across different securities and strategies.

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Frequently Asked Questions

If you question is not covered here, you can contact our team.

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How do I analyze data?
To analyze spreadsheet data, just upload a file and start asking questions. Sourcetable's AI can answer questions and do work for you. You can also take manual control, leveraging all the formulas and features you expect from Excel, Google Sheets or Python.
What data sources are supported?
We currently support a variety of data file formats including spreadsheets (.xls, .xlsx, .csv), tabular data (.tsv), JSON, and database data (MySQL, PostgreSQL, MongoDB). We also support application data, and most plain text data.
What data science tools are available?
Sourcetable's AI analyzes and cleans data without you having to write code. Use Python, SQL, NumPy, Pandas, SciPy, Scikit-learn, StatsModels, Matplotlib, Plotly, and Seaborn.
Can I analyze spreadsheets with multiple tabs?
Yes! Sourcetable's AI makes intelligent decisions on what spreadsheet data is being referred to in the chat. This is helpful for tasks like cross-tab VLOOKUPs. If you prefer more control, you can also refer to specific tabs by name.
Can I generate data visualizations?
Yes! It's very easy to generate clean-looking data visualizations using Sourcetable. Simply prompt the AI to create a chart or graph. All visualizations are downloadable and can be exported as interactive embeds.
What is the maximum file size?
Sourcetable supports files up to 10GB in size. Larger file limits are available upon request. For best AI performance on large datasets, make use of pivots and summaries.
Is this free?
Yes! Sourcetable's spreadsheet is free to use, just like Google Sheets. AI features have a daily usage limit. Users can upgrade to the pro plan for more credits.
Is there a discount for students, professors, or teachers?
Currently, Sourcetable is free for students and faculty, courtesy of free credits from OpenAI and Anthropic. Once those are exhausted, we will skip to a 50% discount plan.
Is Sourcetable programmable?
Yes. Regular spreadsheet users have full A1 formula-style referencing at their disposal. Advanced users can make use of Sourcetable's SQL editor and GUI, or ask our AI to write code for you.
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Professional market maker P&L tools to optimize trading performance, analyze spreads, and manage inventory risk with comprehensive analytics.

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