A method and system for forecasting the transaction cost of a portfolio trade execution that may be applied to any given trade strategy or an optimal trade strategy that minimizes transaction costs. In preferred embodiments, a server comprises one or more computers that act as an automated forecaster...http://www.google.com.au/patents/US7974906?utm_source=gb-gplus-sharePatent US7974906 - System and method for estimating and optimizing transaction costs
