Market impact analysis

Measure how your orders move the market before you trade.

This feature is coming soon.

Overview

Run pre-trade market impact studies using PulseABM simulations. Submit an order schedule and receive impact curves showing how price, spread, and liquidity respond to your activity. Compare standard execution strategies like TWAP and VWAP across different market conditions.

What you will be able to do

  • Run TWAP, VWAP, and custom execution strategies against a simulated venue
  • Aggregate impact metrics across multiple simulation runs
  • Visualise price impact curves and spread dynamics
  • Compare strategies side by side to evaluate execution quality
  • Export results for integration with your own analytics pipeline