AI Hedge Fund Liquidation & Market Impact Simulator MICROSTRUCTURE ENGINE

Almgren-Chriss Optimal Liquidation vs TWAP, VWAP & Immediate Fire-Sale Dynamics
Presets:
Realized Portfolio NAV
$42.88 B
95.29% of Paper Value
Total Slippage Cost
$954.0 M
212.0 bps total impact
Impact Decomposition
142 / 70 bps
Permanent / Temporary
Max Participation Rate
12.5%
Peak ADV share rate
Order Book Depth & Bid Consumption
Initial Depleted
Liquidation Trajectory & Hourly Trades
Remaining Selling
Price Trajectory & Impact Components
Realized Perm.
Optimal Execution Efficient Frontier
Optimal Current
Interactive Hourly Liquidation Scrubber
Hour 12 / 24 (50%)
Remaining Position $22.50 B
Hourly Volume Executed $1.875 B
Hourly Market Participation 12.5% ADV
Cumulative Price Impact -106.0 bps
Unrealized Variance Risk $145.2 M
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