Deutsche Bank provides three consulting services to its clients: TradeInsight, which delivers real-time insight into algorithmic performance; Transaction cost analysis, consisting of in-depth post-trade performance reports for assessing cost, efficiency and liquidity sources; and Execution Consulting Services (ECS), a bespoke analysis to explain performance by various factors including order properties, trading conditions and market factors.
Research and analytics
The firm provides market microstructure updates,
topical market research, white papers, and bespoke ECS reports.
ECS analysis yields fully customisable reports,
which offer a comprehensive performance analysis of algorithms against several
standard and non-standard benchmarks. These reports analyse statistically
significant datasets to evaluate trading performance. ECS reports may provide
granular tick level analysis, venue analysis, trader analysis, performance
distributions, aggressive/passive indicators and other relevant properties.
Requests for customised analysis are made through client coverage contacts at Deutsche Bank Equities Trading desk. The coverage team works closely with product specialists and execution consultants to provide the right level of engagement in order to meet clients’ execution objectives.