Visualization
Latency Impact Simulator
"Every millisecond costs basis points."
Parameters
Cost Analysis
Per-Trade Slippage2.635%
Basis Points263.5 bps
Annual Drag1328.2%
On ₹1 Cr Capital₹132,815,662
Latency Comparison
HFT (<1ms)26.4 bps
Pro (10ms)83.3 bps
Retail (100ms)263.5 bps
Slow (500ms)589.3 bps
Slippage vs Execution Latency (simulated NEPSE conditions)
How it works
- • Slippage grows with the square root of latency—every ms counts more at low latencies
- • Higher volatility and larger orders amplify slippage
- • Thin markets (low depth) make execution significantly more expensive
What this means for investors
Kekkei's infrastructure is optimized for millisecond-level execution on NEPSE. While we're not competing with HFT firms, our latency advantage over manual traders translates to significant cost savings over time. For a strategy making 500 trades per year, the difference between 10ms and 100ms execution is measurable in the returns.