TradingScreen TCA is a Multi-asset class, post-trade transaction cost analysis for PM order flow and execution-level monitoring. Real-time monitoring is integrated into its TradeSmart execution management system. It covers equities, FX, futures and fixed income for all global markets.
TCA for both internal and external clients is available. Transaction data external to TradingScreen is accepted in a range of formats (txt,csv,xlsx) for a max time range of three years. Analysis of data beyond three years is available upon request.
Equities and futures feature a full range of
Implementation Shortfall reference prices, including point-in-time quotes and
trades; average prices, such as VWAP, TWAP and multiple participation rates;
and open/close. For FX, streaming executable quotes and “handicaps”.
Reporting & consultancy
Reports can be delivered via a web-based data
mining application, as well as graphically-oriented PDFs and interactive
dashboards. TradingScreen also offers consultancy with expert analysis from
professionals with 10+ years of experience in thought leadership and presenting
to trading desks, compliance, and fund boards.
TradingScreen plans to launch pre-trade analysis
for equities, FX and fixed income later in 2014, alongside further enhancements
to its fixed income TCA.