COMPETITION RESULTS FOR 04/26 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
GROUP
RED |
|
|
|
|
|
Agent
ggc14's P&L |
|
Agent hariharan's P&L |
|
Agent kenyon's P&L |
|
Agent lkt's P&L |
|
Agent henis's P&L |
|
|
|
Final
Cash |
|
2594.2256 |
|
Final Cash |
|
37.8936 |
|
Final Cash |
|
2675.1504 |
|
Final Cash |
|
44934.8594 |
|
Final Cash |
|
-9122342.0000 |
|
Final
Shares |
|
0.0000 |
|
Final Shares |
|
0.0000 |
|
Final Shares |
|
0.0000 |
|
Final Shares |
|
-1650.0000 |
|
Final Shares |
|
335212.0000 |
|
Final
Fee Shares |
|
252602.0000 |
|
Final Fee Shares |
|
6520.0000 |
|
Final Fee Shares |
|
44195.0000 |
|
Final Fee Shares |
|
14050.0000 |
|
Final Fee Shares |
|
122756.0000 |
|
Final
Rebate Shares |
|
206496.0000 |
|
Final Rebate Shares |
|
4320.0000 |
|
Final Rebate Shares |
|
515505.0000 |
|
Final Rebate Shares |
|
18500.0000 |
|
Final Rebate Shares |
|
212456.0000 |
|
Final
Fee Value |
|
505.2039 |
|
Final Fee Value |
|
13.0400 |
|
Final Fee Value |
|
88.3900 |
|
Final Fee Value |
|
28.1000 |
|
Final Fee Value |
|
245.5120 |
|
Final
Rebate Value |
|
619.4877 |
|
Final Rebate Value |
|
12.9600 |
|
Final Rebate Value |
|
1546.5154 |
|
Final Rebate Value |
|
55.5000 |
|
Final Rebate Value |
|
637.3670 |
|
Simulator
P&L without Liq Penalty |
|
2594.2256 |
|
Simulator P&L without
Liq Penalty |
|
37.8936 |
|
Simulator P&L without
Liq Penalty |
|
2675.1504 |
|
Simulator P&L without
Liq Penalty |
|
-11.1402 |
|
Simulator P&L without
Liq Penalty |
|
8832.8037 |
|
Island
P&L without Liq Penalty |
|
2594.2256 |
|
Island P&L without
Liq Penalty |
|
37.8936 |
|
Island P&L without
Liq Penalty |
|
2675.1504 |
|
Island P&L without
Liq Penalty |
|
-27.6406 |
|
Island P&L without
Liq Penalty |
|
12185.0000 |
|
Simulator
P&L with Liq Penalty |
|
2594.2256 |
|
Simulator P&L with
Liq Penalty |
|
37.8936 |
|
Simulator P&L with
Liq Penalty |
|
2675.1504 |
|
Simulator P&L with
Liq Penalty |
|
-44957.1406 |
|
Simulator P&L with
Liq Penalty |
|
-9122342.0000 |
|
Island
P&L with Liq Penalty |
|
2594.2256 |
|
Island P&L with Liq
Penalty |
|
37.8936 |
|
Island P&L with Liq
Penalty |
|
2675.1504 |
|
Island P&L with Liq
Penalty |
|
-44990.1406 |
|
Island P&L with Liq
Penalty |
|
-9122342.0000 |
|
Simulator
P&L with Liq Penalty and Fee/Rebate Charges |
2708.5094 |
|
Simulator P&L with
Liq Penalty and Fee/Rebate Charges |
37.8136 |
|
Simulator P&L with
Liq Penalty and Fee/Rebate Charges |
4133.2758 |
|
Simulator P&L with
Liq Penalty and Fee/Rebate Charges |
-44929.7406 |
|
Simulator P&L with
Liq Penalty and Fee/Rebate Charges |
-9121950.1450 |
|
Island
P&L with Liq Penalty and Fee/Rebate Charges |
2708.5094 |
|
Island P&L with Liq
Penalty and Fee/Rebate Charges |
37.8136 |
|
Island P&L with Liq
Penalty and Fee/Rebate Charges |
4133.2758 |
|
Island P&L with Liq
Penalty and Fee/Rebate Charges |
-44962.7406 |
|
Island P&L with Liq
Penalty and Fee/Rebate Charges |
-9121950.1450 |
|
Total
Matched Shares |
|
459098.0000 |
|
Total Matched Shares |
|
10840.0000 |
|
Total Matched Shares |
|
559700.0000 |
|
Total Matched Shares |
|
32550.0000 |
|
Total Matched Shares |
|
335212.0000 |
|
Total
Matched BUY Shares |
|
229549.0000 |
|
Total Matched BUY Shares |
|
5420.0000 |
|
Total Matched BUY Shares |
|
279850.0000 |
|
Total Matched BUY Shares |
|
15450.0000 |
|
Total Matched BUY Shares |
|
335212.0000 |
|
Total
Matched SELL Shares |
|
229549.0000 |
|
Total Matched SELL Shares |
|
5420.0000 |
|
Total Matched SELL Shares |
|
279850.0000 |
|
Total Matched SELL Shares |
|
17100.0000 |
|
Total Matched SELL Shares |
|
0.0000 |
|
|
GROUP
BLUE |
|
|
|
|
Agent
lo's P&L |
|
Agent ramamoorthy's
P&L |
|
Agent sherstov's P&L |
|
Agent subramanian's
P&L |
|
Agent wu's P&L |
|
Agent henis's P&L |
|
Final
Cash |
|
1105.6660 |
|
Final Cash |
|
4450.6816 |
|
Final Cash |
|
176.5584 |
|
Final Cash |
|
840.2332 |
|
Final Cash |
|
-4954.2227 |
|
Final Cash |
|
-9229745.0000 |
Final
Shares |
|
0.0000 |
|
Final Shares |
|
-17.0000 |
|
Final Shares |
|
0.0000 |
|
Final Shares |
|
0.0000 |
|
Final Shares |
|
0.0000 |
|
Final Shares |
|
339162.0000 |
Final
Fee Shares |
|
303418.0000 |
|
Final Fee Shares |
|
96418.0000 |
|
Final Fee Shares |
|
3205.0000 |
|
Final Fee Shares |
|
14748.0000 |
|
Final Fee Shares |
|
140812.0000 |
|
Final Fee Shares |
|
120536.0000 |
Final
Rebate Shares |
|
424766.0000 |
|
Final Rebate Shares |
|
97829.0000 |
|
Final Rebate Shares |
|
51925.0000 |
|
Final Rebate Shares |
|
255402.0000 |
|
Final Rebate Shares |
|
360580.0000 |
|
Final Rebate Shares |
|
218626.0000 |
Final
Fee Value |
|
606.8372 |
|
Final Fee Value |
|
192.8358 |
|
Final Fee Value |
|
6.4100 |
|
Final Fee Value |
|
29.4960 |
|
Final Fee Value |
|
281.6243 |
|
Final Fee Value |
|
241.0721 |
Final
Rebate Value |
|
1274.2964 |
|
Final Rebate Value |
|
293.4870 |
|
Final Rebate Value |
|
155.7700 |
|
Final Rebate Value |
|
766.1889 |
|
Final Rebate Value |
|
1081.7399 |
|
Final Rebate Value |
|
655.8771 |
Simulator
P&L without Liq Penalty |
|
1105.6660 |
|
Simulator P&L without
Liq Penalty |
|
3988.4517 |
|
Simulator P&L without
Liq Penalty |
|
176.5584 |
|
Simulator P&L without
Liq Penalty |
|
840.2332 |
|
Simulator P&L without
Liq Penalty |
|
-4954.2227 |
|
Simulator P&L without
Liq Penalty |
|
-7930.0391 |
Island
P&L without Liq Penalty |
|
1105.6660 |
|
Island P&L without
Liq Penalty |
|
3987.4316 |
|
Island P&L without
Liq Penalty |
|
176.5584 |
|
Island P&L without
Liq Penalty |
|
840.2332 |
|
Island P&L without
Liq Penalty |
|
-4954.2227 |
|
Island P&L without
Liq Penalty |
|
12419.5000 |
Simulator
P&L with Liq Penalty |
|
1105.6660 |
|
Simulator P&L with
Liq Penalty |
|
3526.2217 |
|
Simulator P&L with
Liq Penalty |
|
176.5584 |
|
Simulator P&L with
Liq Penalty |
|
840.2332 |
|
Simulator P&L with
Liq Penalty |
|
-4954.2227 |
|
Simulator P&L with
Liq Penalty |
|
-9229745.0000 |
Island
P&L with Liq Penalty |
|
1105.6660 |
|
Island P&L with Liq
Penalty |
|
3524.1816 |
|
Island P&L with Liq
Penalty |
|
176.5584 |
|
Island P&L with Liq
Penalty |
|
840.2332 |
|
Island P&L with Liq
Penalty |
|
-4954.2227 |
|
Island P&L with Liq
Penalty |
|
-9229745.0000 |
Simulator
P&L with Liq Penalty and Fee/Rebate Charges |
1773.1252 |
|
Simulator P&L with
Liq Penalty and Fee/Rebate Charges |
3626.8729 |
|
Simulator P&L with
Liq Penalty and Fee/Rebate Charges |
325.9184 |
|
Simulator P&L with
Liq Penalty and Fee/Rebate Charges |
1576.9261 |
|
Simulator P&L with
Liq Penalty and Fee/Rebate Charges |
-4154.1071 |
|
Simulator P&L with
Liq Penalty and Fee/Rebate Charges |
-9229330.1950 |
Island
P&L with Liq Penalty and Fee/Rebate Charges |
1773.1252 |
|
Island P&L with Liq
Penalty and Fee/Rebate Charges |
3624.8329 |
|
Island P&L with Liq
Penalty and Fee/Rebate Charges |
325.9184 |
|
Island P&L with Liq
Penalty and Fee/Rebate Charges |
1576.9261 |
|
Island P&L with Liq
Penalty and Fee/Rebate Charges |
-4154.1071 |
|
Island P&L with Liq
Penalty and Fee/Rebate Charges |
-9229330.1950 |
Total
Matched Shares |
|
728184.0000 |
|
Total Matched Shares |
|
194247.0000 |
|
Total Matched Shares |
|
55130.0000 |
|
Total Matched Shares |
|
270150.0000 |
|
Total Matched Shares |
|
501392.0000 |
|
Total Matched Shares |
|
339162.0000 |
Total
Matched BUY Shares |
|
364092.0000 |
|
Total Matched BUY Shares |
|
97115.0000 |
|
Total Matched BUY Shares |
|
27565.0000 |
|
Total Matched BUY Shares |
|
135075.0000 |
|
Total Matched BUY Shares |
|
250696.0000 |
|
Total Matched BUY Shares |
|
339162.0000 |
Total
Matched SELL Shares |
|
364092.0000 |
|
Total Matched SELL Shares |
|
97132.0000 |
|
Total Matched SELL Shares |
|
27565.0000 |
|
Total Matched SELL Shares |
|
135075.0000 |
|
Total Matched SELL Shares |
|
250696.0000 |
|
Total Matched SELL Shares |
|
0.0000 |
|
|
|
|
|
SHARPE
RATIO |
|
ADJUSTED P&L FOR ALL
DAYS |
|
|
4/26/2004 |
4/27/2004 |
4/28/2004 |
4/29/2004 |
4/30/2004 |
5/3/2004 |
5/4/2004 |
5/5/2004 |
5/6/2004 |
5/7/2004 |
|
SHARPE
RATIO FOR ggc14: |
|
#DIV/0! |
|
2708.5094 |
|
|
SHARPE
RATIO FOR hariharan: |
|
#DIV/0! |
|
37.8136 |
|
|
|
2708.5094 |
|
SHARPE
RATIO FOR kenyon: |
|
#DIV/0! |
|
4133.2758 |
|
|
SHARPE
RATIO FOR lkt: |
|
#DIV/0! |
|
-44929.7406 |
|
|
SHARPE
RATIO FOR henis: |
|
#DIV/0! |
|
-9121950.1450 |
|
|
|
|
SHARPE
RATIO FOR lo: |
|
#DIV/0! |
|
1773.1252 |
|
|
SHARPE
RATIO FOR ramamoorthy: |
#DIV/0! |
|
3626.8729 |
|
|
SHARPE
RATIO FOR sherstov: |
|
#DIV/0! |
|
325.9184 |
|
|
SHARPE
RATIO FOR subramanian: |
#DIV/0! |
|
1576.9261 |
|
|
SHARPE
RATIO FOR wu: |
|
#DIV/0! |
|
-4154.1071 |
|
|
SHARPE
RATIO FOR henis: |
|
#DIV/0! |
|
-9229330.1950 |
|
|
|
|
|
|
|
|
|
|
TOTAL
MATCHED VOLUME OF AGENTS: |
|
|
4/26/2004 |
4/27/2004 |
4/28/2004 |
4/29/2004 |
4/30/2004 |
5/3/2004 |
5/4/2004 |
5/5/2004 |
5/6/2004 |
5/7/2004 |
|
RED
POOL: |
1397400.0000 |
|
|
BLUE
POOL: |
2088265.0000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|