snowflake-labs Implementation Planning
When to Activate
Trigger when user explicitly requests: "implementation plan with specific dollar amounts and timelines", "trading costs and execution strategy", "detailed execution plan with market impact estimates"
Do NOT trigger for general portfolio recommendations — those use concentration-risk-assessment instead.
5-Step Workflow
Step 1: Current Holdings
Tool: quantitative_analyzer
Get current positions (market value, weight) for target securities.
Step 2: Liquidity Analysis
Tool: implementation_analyzer
Query trading costs and liquidity metrics:
- Bid-ask spreads
- Market impact estimates
- Average daily volume for each security
- Use TICKER dimension to filter by specific securities
Step 3: Settlement Timing
Tool: implementation_analyzer
Query settlement data:
- Historical settlement patterns by portfolio
- T+ settlement days for execution planning
Step 4: Calculate Implementation Details
Apply these formulas:
- Dollar amount to trade = Current Value × (Current Weight - Target Weight)
- Trading costs = Notional × (Spread + Market Impact Estimate)
- Execution timeline = Based on volume constraints and urgency
- Volume participation: Target < 20% of ADV per day to minimise impact
Step 5: Synthesise Plan
| Security | Action | Notional ($) | Est. Cost ($) | Cost (bps) | Strategy | Timeline |
|---|---|---|---|---|---|---|
| [Ticker] | Buy/Sell | $X,XXX,XXX | $X,XXX | X.X bps | VWAP/TWAP/Block | T+X |
Total implementation cost: $[sum] ([weighted avg] bps)
Execution Strategy Recommendations:
- VWAP: For liquid names where urgency is moderate
- TWAP: For less liquid names to spread market impact
- Block: For large positions where a single cross is available
Settlement Timeline: All trades settle on T+2 standard settlement cycle.
Stopping Points
- After Step 2 (liquidity data gathered): present estimated costs and confirm trade parameters with user
- After Step 5 (plan synthesised): present the full implementation plan for approval before execution
Output
A detailed implementation plan with trade table, cost estimates, execution strategy recommendations, and settlement timeline.