{
  "id": "workflow:trading-performance-attribution",
  "_kind": "Workflow",
  "_file": "workflows/workflows/workflows-day-trading.yaml",
  "_cluster": "workflows",
  "attributes": {
    "displayName": "Trading Performance Attribution",
    "workflowKind": "operational",
    "triggerType": "scheduled",
    "typicalCadence": "weekly",
    "complexity": "moderate",
    "description": "Analyzes trading performance across multiple dimensions — calculating\nwin-rate, profit factor, and average risk-reward ratios by strategy\ntype, decomposing returns into timing, selection, and sizing\ncomponents, computing max drawdown duration and recovery statistics,\nmeasuring risk-adjusted returns (Sharpe, Sortino, Calmar) across\nrolling windows, comparing realized performance against benchmark\nindices and peer strategies, and identifying performance clustering by\nmarket regime, time-of-day, and instrument type. Produces performance\nattribution reports, equity curve analysis, and strategy comparison\nmatrices. Excludes strategy modification and trade execution.\n"
  },
  "outgoingEdges": [
    {
      "from": "workflow:trading-performance-attribution",
      "to": "role:quantitative-analyst",
      "kind": "involves_role",
      "attributes": {}
    },
    {
      "from": "workflow:trading-performance-attribution",
      "to": "role:portfolio-manager",
      "kind": "involves_role",
      "attributes": {}
    },
    {
      "from": "workflow:trading-performance-attribution",
      "to": "role:risk-analyst",
      "kind": "involves_role",
      "attributes": {}
    },
    {
      "from": "workflow:trading-performance-attribution",
      "to": "skill-area:python-data-pipelines",
      "kind": "requires_skill_area",
      "attributes": {}
    },
    {
      "from": "workflow:trading-performance-attribution",
      "to": "skill-area:observability-pipeline",
      "kind": "requires_skill_area",
      "attributes": {}
    },
    {
      "from": "workflow:trading-performance-attribution",
      "to": "domain:capital-markets",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:trading-performance-attribution",
      "to": "domain:quantitative-finance",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:trading-performance-attribution",
      "to": "domain:portfolio-management",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:trading-performance-attribution",
      "to": "responsibility:risk-reporting",
      "kind": "triggers_responsibility",
      "attributes": {}
    },
    {
      "from": "workflow:trading-performance-attribution",
      "to": "responsibility:portfolio-rebalancing",
      "kind": "triggers_responsibility",
      "attributes": {}
    },
    {
      "from": "workflow:trading-performance-attribution",
      "to": "org-unit:portfolio-management-team",
      "kind": "performed_by_org_unit",
      "attributes": {}
    },
    {
      "from": "workflow:trading-performance-attribution",
      "to": "org-unit:trading-desk",
      "kind": "performed_by_org_unit",
      "attributes": {}
    }
  ],
  "incomingEdges": []
}