i 0.

S C D Q Inv.Investment

1 50 20 12000 447.2136 4472.135955

2 50 10 25000 912.8709 4564.354645876
3 50 15 8000 421.637 3162.277660168

12198.76826104

S C D Q Inv.Investment

1 50 20 12000 366.6055 3666.055342063

2 50 10 25000 748.3304 3741.652065358
3 50 15 8000 345.639 2592.292592578

10000

I+alpha 0.44643
OC ICC

1341.641 1341.641
1369.306 1369.306
948.6833 948.6833

3659.63 3659.63 7319.261

1636.637 1099.817
1670.385 1122.496
1157.277 777.6878

4464.298 3000 7464.298

 L M H

D 12000 1200 120

c 500 500 500
s 1000 1000 1000
S 4000
h 0.2

Order them independently

Q 1095.445 346.4102 109.5445
OC 54772.26 17320.51 5477.226 77569.99
ICC 54772.26 17320.51 5477.226 77569.99 155140
no of orders 10.95445 3.464102 1.095445

Complete Aggregation
n 9.75412

Q 1230.2 123.0 12.3

OC 68278.84
ICC 61512.47 6151.247 615.1247 68278.84 136557.7

Tailored Aggregation

1 n_i 10.95445 3.464102 1.095445

2 10.95445
3 N_i 7.745967 2.44949
4m 1.414214 4.472136
m 2 5

10.80935 5.404676 2.161871

Q 1110.15 222.0299 55.50749

OC 61613.31
ICC 55507.49 11101.5 2775.374 69384.36 130997.7