Alpha measures true transaction costs

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German investment consultant Alpha Portfolio Advisors claims it is the first fixed-income firm to measure overall transaction costs – realised bid spreads, timing costs (volatility) and custodian fees.

“We have shown it is possible to quantify overall transaction costs,” says Christoph Kesy, project manager at Alpha, “as asset managers and sponsors believed no methodology existed to measure it.”

Kesy believes that due to intensified competition and lower market returns, best execution and trading

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