To begin a transaction cost analysis, use MATLAB® to retrieve the encrypted market-impact parameters from the Kissell Research Group (KRG) FTP site. Then, use the krg function to create a krg object in which to store the encrypted data. After you create a krg object, you can use the object functions to estimate trading costs, optimize trading strategies for a single stock or a portfolio, and conduct back testing and stress testing. For details about market-impact parameters and data, consult the Kissell Research Group. For a simple example of estimating trading costs, see Estimate Trading Costs for Collection of Stocks.