Measuring Trader Alpha With TCA
Many firms are hesitant to measure trader performance using TCA, but Franklin Templeton is relying on a new benchmark to gauge trader 'value add.'
- CA Cheuvreux Partners with InfoReach to Provide Access to European Algorithms
- Dark Algorithms Solving Fragmentation Issues
- Citi Electronic Execution Crosses Dark Pool Algorithim With Implementation Shortfall
- Alternative Trading Systems Are Emerging in Europe to Meet MiFID Best Execution Requirements
- 7 Surfacing Algo Trends
- Execution Management Systems: From the Street and on the Block
- Hiring the Next Generation of Quants
- Algorithms in the News
Opinions
Regulating the Financial Services Industry Is a Balancing Act
Getting regulation right is like balancing on a knife's edge - tilt too far one way and the industry is hamstrung; tilt too far the other way and reduce the trust that is required for a functioning capital market.
Transaction Cost Analysis Provides Important Details About Trade Executions
Trade confirmations often don't include details that the buy side needs to conduct true transaction cost analysis and identify best execution.
Transaction Cost Analysis: The New Black
Trading models seems to be the new fashion on Wall Street.
Research
TCR: Value and Efficiency
As transaction cost research gains momentum, it's poised to become an integral part of relationship management while helping to create organizational efficiencies.
Hedge Funds Warm To Trading Tools
Hedge funds are interested in tapping direct market access and algorithmic trading tools, but they're not sure how to select and use them.
On this page a viewer will find a multitude of stories on transaction cost analysis or TCA, which is a process traders use to discover if their trades are being executed efficiently and at the best price—to meet best execution obligations. It is a way of analyzing a trade after the trade is completed—post trade analysis, and sometimes even before it has yet to be executed—pre-trade analysis. TCA is a way for firms to examine how they are meeting Regulation NMS (Reg NMS) requirements or best execution requirements. This page includes stories on how TCA is being used on Wall Street by both the buy side—asset management companies—and the sell side---broker-dealers. The page includes new trends in TCA, technology and formulas used to measure TCA , research and opinion stories on transaction cost analysis. It also includes a comprehensive directory which lists the major transaction cost analysis vendors, both independent and broker-dealer services. The directory provides a description of each service, explains how data is collected, how frequently the data is distributed, and more.
Transaction Cost Analysis Directory
This directory lists the major transaction cost analysis vendors, both independent and broker-dealer services. It provides a description of each service, explains how data is collected, how frequently the data is distributed, and more.
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