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.
Benchmarks
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.
Future plans
TradingScreen plans to launch pre-trade analysis
for equities, FX and fixed income later in 2014, alongside further enhancements
to its fixed income TCA.