SoftwareComplete
Pre-trade transaction cost analysis tool for institutional equity execution. Implements the Almgren et al. (2005) market impact model with property-tested correctness, an interactive efficient-frontier visualiser, regime sensitivity analysis, and a synthetic calibration tab demonstrating the η/γ parameter estimation methodology. FastAPI backend, custom-styled HTML frontend, deployed standalone.
PythonFastAPIAlmgren-ChrissQuantitative FinancePre-Trade TCAProperty TestingPydantic+2