Tools for modeling and analyzing transaction costs in portfolio construction and trading
~$50,000/yr est.
Intraday
1
1
Freshness
Recently enriched
Complete
75%
API
API Available
Offering: Integrated multi-asset portfolio construction, risk modeling, performance attribution, and regulatory reporting software suite.
Best for: Institutional asset managers and hedge funds requiring enterprise-grade risk modeling and portfolio optimization.
Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Estimated ~$50,000/yr est.
Request a sample directly from Axioma by SimCorp.
Markowitz Portfolio Construction at Seventy
More than seventy years ago Harry Markowitz formulated portfolio construction as an optimization problem that trades off expected return and risk.
Multi-Portfolio Optimization: A Fairness-Aware Target- ...
First, it severely underestimates the realized transaction costs incurred by trading and may consequently erase the anticipated profit of portfolio rebalancing.
Axioms for Automated Market Makers: A Mathematical ...
by M Bichuch · 2022 · Cited by 29 — Within this work we consider an axiomatic framework for Automated Market Makers (AMMs). AMMs are smart contracts that set prices for swaps ...
Expected fields and columns in this data product
Axioma Transaction Cost Analysis is an alternative data product offered by Axioma by SimCorp, available on discovery. Data is updated intraday. API access is available for programmatic integration. Vedex estimates pricing at roughly $50,000/yr (an estimate, not a vendor-published price).
Tools for modeling and analyzing transaction costs in portfolio construction and trading
Axioma by SimCorp is a platform vendor based in Copenhagen, Denmark. SimCorp is a provider of industry-leading integrated investment management solutions for the global buy-side. SimCorp’s Axioma analytics suite provides investment management solutions to a global clie...