Broker Execution Analysis Tools

Open-source tools for analyzing broker execution quality and hidden trading costs.

Tools Included

1. Same Order, Different Brokers

Shows how the same order executes differently across various brokers in real trading scenarios.

python same_order_different_brokers.py

Full documentation

2. Options Execution Analyzer

Analyzes why options execution quality varies dramatically between brokers.

python options_execution_analyzer.py

Full documentation

Installation

# Clone the repository
git clone https://github.com/yourusername/broker-execution-analyzer.git
cd broker-execution-analyzer

# Create virtual environment
python3 -m venv venv
source venv/bin/activate  # On Windows: venv\Scripts\activate

# Install dependencies
pip install -r requirements.txt

Quick Start

Both tools can be run directly:

# Compare stock execution across brokers
python same_order_different_brokers.py

# Analyze options execution quality
python options_execution_analyzer.py

Features

• Compare execution quality across multiple brokers
• Analyze hidden costs beyond commissions
• Understand market structure impacts
• Educational insights into broker differences

Contributing

Pull requests welcome! Please feel free to:

• Add more brokers
• Update execution characteristics
• Improve calculations
• Add new scenarios

License

MIT

Related

Built by the team at Paper - Practice trading with realistic market dynamics.