Trade Tech · T669 · Algo Execution Schedule Simulator

Algo Execution Schedule Simulator

Deterministic schedule arithmetic over inputs you declare. Slice an order across a volume profile (VWAP), evenly across buckets (TWAP), or as a participation rate of declared bucket volumes (POV), and decompose implementation shortfall in bps and currency from your declared arrival and average-fill prices. Every profile, volume, and price here is yours: the page holds no market data, no feeds, and no clock.

⚠ This is a simulator of schedule arithmetic over caller-declared synthetic inputs. It is not personalized investment advice, not a recommendation to trade, hold, or choose any method or schedule, and not an order router or execution management system: it never sends, stages, or routes any order to any venue. Whether any schedule suits any order is a judgement that belongs to you alone. An absent or invalid input is refused fail-closed and named, never silently repaired.
VWAP · TWAP · POV Shortfall bps + Currency Zero PII Client-Side · No Market Data
🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Order
Side
Order (shares)
Method
Volume Profile (vwap)sum: 100%

Bucket percentages of the order, declared by you. The profile must sum to exactly 100 or the run is refused fail-closed.

bucket %
Prices (declared, synthetic)
Arrival Price
Average Fill Price

Shortfall is decomposed from the price difference you declare: shortfall_bps = (avg_fill - arrival) / arrival * 10000 and shortfall_cost = (avg_fill - arrival) * order_shares, sign-corrected by side so positive always reads cost and negative always reads improvement versus arrival.