The Science Of Algorithmic Trading and Portfolio Management

Welcome to Kissell Research Group, the premier New York-based global transaction cost analysis and market microstructure firm. We provide financial institutions with quantitative analysis and insight into the current trading cost environment leading to improved portfolio construction, ultimately leading to the best execution.

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Our Services

What We Deliver

Our team of experts provides a range of services to help financial institutions optimize their trading strategies and portfolio construction. Client types we work with:

Traders

Dive into Post Trade insights and Pre-Trade forecasts to sharpen your strategy. Make every trade count with real-time data and benchmark comparisons ...

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Brokers

KRG's Model delivers unbiased trading cost and timing risk estimates, optimizing execution strategies across global markets. With real-time cost analysis ...

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Portfolio Managers

Quantitative solutions and models that provide insight into the current trading environment leading to improved portfolio construction, ultimately leading ...

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Explore KRG Models

Multi-Asset Class Coverage

Equities, Fixed Income, Futures, Options, ETFs, FX, REITs, Commodities, and more

Global Reach

US, Canada, Developed and Emerging Europe, Developed and Emerging Asia, Latin America, and Frontier Markets

Designed For Financial Professionals

Portfolio Managers, Traders, Analysts, Consultants, Compliance Officers, Funds of Funds, Mutual Funds, Hedge Funds, and more

Market Impact Model

Integrative, leak-proof market impact model with customizable insights and real-time broker performance evaluations.

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Pre-Trade Model

US & Global Real-Time Pre-Trade model provides investors with trading cost and timing risk estimates assisting funds in determining execution strategy.

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Post-Trade Analytics

KRG provides complete execution post trade analysis and insight into costs by PM, trader, algorithms and brokers.

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Optimization Model

Optimizer to balance the trade-off between cost and risk, and provide investors with optimal slicing strategies for both single security and trading baskets.

Why Choose KRG?

Key Features

Transparent and Unbiased Model

100% transparent and broker-neutral
Supported by over two dozen academic papers and three published books on the models and methodology

Tailored Financial Insights

Provides essential data and financial insights
Helps determine the most appropriate portfolios based on underlying investment objectives

Verifiable and Open Results

No black-box models
All results are fully accessible and verifiable by clients

Client-Centric Analysis and Customization

Analysis runs directly on the client's desktop, with no need to log in to any API or IP address
Allows funds to incorporate proprietary data, such as volatility, liquidity, and alpha expectations

Ready to find out more?

Contact us today to learn how Kissell Research Group can help you optimize your trading strategies and improve portfolio construction.

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