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Systems and methods for post-trade transaction cost estimation of transaction costs

  • US 20080109288A1
  • Filed: 10/24/2007
  • Published: 05/08/2008
  • Est. Priority Date: 10/24/2006
  • Status: Abandoned Application
First Claim
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1. A method for estimating transaction costs, comprising:

  • for a plurality of proposed trade orders associated with a trading entity, calculating estimated pre-trade transaction costs for each of the proposed trade orders based on a selected trade strategy and on historical market data;

    receiving execution data relating to a plurality of executed trades corresponding to said proposed trade orders;

    calculating estimated post-trade transaction costs for each said executed trade based upon corresponding cost of said estimated pre-trade transaction costs and on corresponding execution data of said execution data; and

    aggregating estimated post-trade transaction costs to generate an aggregated estimated post-trade transaction cost for said trading entity.

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