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I-Star Market Impact Model



  • 100% Transparent Formulation

  • Multi-Asset Model

  • No API or Broker Dealer connection required

  • Integrate into in-house models and systems

  • No information leakage or potential for the investment decision process to be reverse engineered

  • Incorporate proprietary estimates into the model including alpha, volatility, liquidity, etc.

  • Perform “what-if,” “sensitivity,” and enhanced VaR

  • Generate proprietary factor scores, back-testing universes

  • Evaluate real-time performance across all brokers

  • Parameters can be calibrated based on client trades

  • Regions covered include: US (LC & SC) Canada (LC & SC), Europe (Developed & Emerging), Asia (Developed & Emerging), Latin America, and Frontier Markets.





Multi-Asset Trading Cost - Model Parameters






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