top of page

Cost Curves

  • 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:

  • Real-Time

  • End of Day

  • Historical database





6 views0 comments

Recent Posts

See All

Real-Time Pre-Trade Model

US & Global Real-Time Pre-Trade model provides investors with trading cost and timing risk estimates. This is a broker-dealer and algorithmic neutral market impact model that assists traders in evalua

Post Trade Analytics

Asset Classes - Equities, Fixed Income, Futures, Options, ETF, FX, REITS, Commodities and others ​KRG Post Trade Analytics is 100% transparent, unbiased and broker neutral, and meets increasing string

Comments


bottom of page