Cost Curves provide the expected trading cost for a various order sizes (%ADV) and trading strategy such as VWAP or a specified percentage of volume (POV rate). The more passive the strategy the lower the trading cost and the more aggressive the strategy the higher the trading cost.
These cost curves are being used by portfolio managers, analysts, and traders to construct portfolios, run optimization, evaluate trading performance, critique algorithms and algorithms, as well as for input into internal and proprietary trading models.
Cost Curves are available across the global markets for Stocks, ETFs, Futures, and multi-asset classes.
Regions covered include: US (LC & SC) Canada (LC & SC), Europe (Developed & Emerging), Asia (Developed & Emerging), Latin America, and Frontier Markets.
Cost Curves are available:
End of Day
Who Intended for:
Funds of Funds
What differentiates KRG from its competitors:
100% transparent, unbiased, broker neutral model. There are over two dozen papers and three books published on the models and modeling methodology.
We do not employ black-box model. We provide all the results, clients can verify calculation results.
The analysis is run on the client desktop. Clients do not log in to any API or IP address.
The model allows funds to incorporate their own proprietary data (such as volatility, liquidity, and alpha expectations).