TCA – Transaction Cost Analysis REQUEST A DEMO GET IN TOUCH

Transaction Cost Analysis (TCA) is a powerful reporting tool designed to assess the efficiency and quality of algo orders. It provides deep insights into execution performance, helping identify trends, optimize trading strategies, and refine order flow.

It evaluates trade prices to determine if past trades achieved favorable prices, low for purchases and high for sales. The TCA report is a key tool for measuring the performance of our trading algorithms, supporting our pitches, and providing sell-side clients with insights into their flow, often required by their buy-side clients.

 

Marvelsoft TCA diagram

 

Key Benefits 

  • Execution Performance & Benchmarking: Assess trade efficiency across multiple benchmarks to optimize execution quality.
  • Cost Transparency & Risk Management: Gain insights into trading costs, market impact, and slippage to refine strategies and mitigate risks.
  • Regulatory Compliance: Ensure adherence to MiFID II and best execution requirements.
  • Comprehensive Reporting & Insights: Access highly granular analytics, segment trade activity, and optimize order routing with empirical data.
  • Seamless Integration & Flexibility: Easily integrate with OMS/EMS platforms and generate on-demand reports for real-time decision-making

Key Features 

  • Customizable Reporting: Tailor your analysis by filtering by date range, specific algorithms, clients, exchanges, and minimum traded value.
  • Comprehensive Insights: Our in-depth report includes a summary, histograms, and highlights of high-cost and best-performing orders.
  • Easy Access: Generate reports directly from the toolbar with user-friendly controls.

 

 

 

 

 

 

REQUEST A DEMO GET IN TOUCH