Research Tool

Alpha Decay Calculator

Alpha decays exponentially with execution latency. Every microsecond between signal and fill reduces the probability of a favorable execution. This tool quantifies that physics.

ZeroCopy Alpha

99.9%

at 42µs latency

AWS KMS Alpha

10.5%

at 150ms latency

Advantage

+77.6%

vs best competitor

Decay Rate (k)

0.015

Trending market

Exponential Alpha Decay Model

Compare Providers

Alpha Retention by Provider

Provider	Latency	Alpha Retained	Alpha Lost	vs ZeroCopy
ZeroCopy Systems	42µs	99.94%	0.06%	—
Turnkey	100ms	22.31%	77.69%	-77.62%
AWS KMS	150ms	10.54%	89.46%	-89.40%
Fireblocks MPC	300ms	1.11%	98.89%	-98.83%
Privy	500ms	0.06%	99.94%	-99.88%

The Physics

α(t) = α₀ · e^−kt

α₀Initial alpha (100% at t=0)

kDecay constant (0.015 for Moderate)

tExecution latency (milliseconds)

eEuler's number (≈ 2.71828)

Half-Life Analysis

Low Volk=0.005

t½ = 138.6ms

50% alpha lost at 139ms

Moderatek=0.015

t½ = 46.2ms

50% alpha lost at 46ms

High Volk=0.04

t½ = 17.3ms

50% alpha lost at 17ms

Crisisk=0.1

t½ = 6.9ms

50% alpha lost at 7ms

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