I tried doing PnL attribution in Excel but it's harder than I thought. Basically I'm looking for some way to attribute my PnL to the various greeks in realtime. Also take into account that if my portfolio changes around by closing / adding positions, the software must correctly understand realized vs unrealized attributed profits... If no such software exists, anyone have a suggestion how to do this correctly in Excel? The main problem with Excel isnt the attribution itself, rather it is taking into account portfolio changes, realized vs unrealized etc.
I tihnk it's easiest to do: Realized, Delta gain, Gamma gain, Vega gain, Theta gain.... Rather than trying to attribute the realized pnl over those factors. Delta and Gamma is really a timestamp issue anyway.
after some thought i agree, looking at realized is a better solution than what im currently doing. thanks for the tip