ExectaTM
Beyond TCATM
MktImpactTM
 


 
We offer our market-impact model through a stand-alone library. It is very important that transaction-costs be taken into account during portfolio construction or rebalance. Our market-impact models allow you to evaluate various execution scenarios and may be included in a number of different ways into your portfolio construction process. An important distinguishing feature of our market-impact models is that the assumptions underlying the models take into account the ‘real-world’ (e.g. no normal distributions etc.) and in addition the prediction results are tested against tens of thousands of actual orders.




















  Copyright Tethys Technology, Inc. 2005. All rights reserved.