A prop desk dropped the
spreadsheet stack for one screener

Bracket Point Trading runs a small prop desk in Singapore. Before the US open, three analysts rebuilt the same short list from scratch: one tab for fundamentals, one for price action, one for manual VLOOKUPs against a stale CSV export. By the time the list was ready, half the morning edge was gone.

Dana Mercer and Renata Cole from Cornerstone Quant Group did not ask the desk to change how it traded. They replaced the plumbing. DollarFlow became the single grid — universe, sector drill-down, live price columns, and CSV export before the bell.

The desk screens ~2,064 US equities in Ag-Grid: sort by market cap, filter by sector and industry, open the Company slideout for True Price bands and valuation history. Live prices poll in the browser; the nightly pipeline refreshes fundamentals while the team sleeps.

What used to take 45 minutes of tab-hopping now takes under ten. Analysts spend the saved time on position sizing and risk, not copy-paste.

After six months on DollarFlow, the desk reported a 38% improvement in hit rate on names that cleared their screen — fewer false positives from stale data, tighter alignment between fair value and entry. Peak-to-trough drawdown on the book fell roughly 12% versus the prior spreadsheet quarter, largely from catching deteriorating names earlier via live price and valuation bands.

Q1 2026 was their best quarter on record. The stack did not get bigger. The morning got shorter.