---
title: "Algo Execution Schedule Simulator"
method: POST
path: "/v1/tools/compute_algo_execution_schedule_simulator"
tags: ["VWAP", "TWAP", "POV", "implementation shortfall", "execution schedule", "buy-side desk", "zero network", "zero-PII"]
---

# Algo Execution Schedule Simulator

`POST /v1/tools/compute_algo_execution_schedule_simulator`

## Request

- Base URL: `https://ainumbers.co`
- URL: `https://ainumbers.co/v1/tools/compute_algo_execution_schedule_simulator`
- Auth: none declared

Deterministic execution-schedule arithmetic over caller-declared synthetic inputs. Slices a declared order three ways: VWAP across a declared volume_profile_pct that must sum to exactly 100 (fail closed otherwise), TWAP across a declared bucket count with a declared remainder rule for indivisible remainders, and POV as a declared participation rate of declared per-bucket volumes capped at the remaining order. Decomposes implementation shortfall from declared arrival and average-fill prices: shortfall_bps = (avg_fill - arrival) / arrival * 10000 and shortfall_cost = (avg_fill - arrival) * order_shares, sign-corrected by side so positive always reads cost. No market data, no feeds, no network, no clock.

**Tool URL:** https://ainumbers.co/tools/669-algo-execution-schedule-simulator.html
**AP2/Policy Mandate export:** yes

## Request body

- object
  - `side` string, required: buy or sell
  - `order_shares` number, required: positive whole number of shares
  - `method` string, required: vwap, twap, or pov
  - `volume_profile_pct` unknown[]: percentages summing to exactly 100 (vwap)
    - unknown
  - `bucket_count` number: whole number of buckets, 1 to 512 (twap)
  - `remainder_rule` string: front or back, required when the order does not divide evenly (twap)
  - `participation_rate_pct` number: participation rate, greater than 0 and at most 100 (pov)
  - `market_volumes` unknown[]: declared per-bucket market volumes (pov)
    - unknown
  - `arrival_price` number, required
  - `avg_fill_price` number, required

## Response `200`

Successful tool execution result

- object
  - `slices` unknown
  - `shortfall_bps` number, nullable: Implementation shortfall in bps, rounded half-up to 2 decimals; positive reads cost.
  - `shortfall_cost` number, nullable: Implementation shortfall in currency, rounded half-up to 2 decimals; positive reads cost.
  - `trace` string: Full arithmetic trace, or the fail-closed reasons naming each rejected input.

---

[API](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite.md) · [All operations](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite/llms.txt) · [OpenAPI document](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite/revisions/b462e4f5bb28?raw)