Can it help with best execution reviews?

Absolutely, it includes methodologies for benchmark comparisons using VWAP, arrival price, and closing price analysis to measure execution quality.

Does it support regulatory reporting triggers?

Yes, it covers triggers for Suspicious Activity Reports (SAR), 13H filings, blue sheets, and Consolidated Audit Trail (CAT) obligations.

How does it handle compliance investigation workflows?

It guides the design of exception-based monitoring systems including triage, fact-gathering, disposition, and escalation paths with full audit trails.

What market manipulation patterns can this skill help detect?

It provides logic for identifying churning, front-running, cherry-picking, layering, spoofing, wash trading, and marking the close.

Post-Trade Compliance & Surveillance

Name: Post-Trade Compliance & Surveillance
Author: JoelLewis

byJoelLewis

•

Analytics & Monitoring

Implements sophisticated trade surveillance logic and post-trade compliance monitoring to detect market abuse and ensure regulatory adherence.

This skill provides a comprehensive framework for building and managing post-trade compliance systems within financial services. It guides developers through the implementation of complex alert logic for detecting prohibited patterns like front-running, churning, and wash trading, while also covering best execution reviews and allocation fairness analysis. Whether you are building an automated investigation case management system or tuning surveillance thresholds to minimize false positives, this skill ensures your trading operations meet rigorous regulatory standards including CAT, SAR, and blue sheet reporting requirements.

Key Features

01Allocation fairness analysis including pro-rata and dispersion verification

0218 GitHub stars

03Investigation workflow design with automated escalation and aging dashboards

04Prohibited pattern detection for churning, spoofing, and wash trading

05Best execution review frameworks using VWAP and arrival price benchmarks

06Regulatory reporting trigger logic for SAR, 13H, and CAT obligations

Use Cases

01Developing dashboards for monitoring insider trading and MNPI correlations

02Building an automated trade surveillance program for a broker-dealer or RIA

03Implementing post-trade best execution analysis for quarterly committee reporting

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add joellewis/finance_skills post-trade-compliance

For use in Claude.ai and ChatGPT

Download Skill