Transaction Cost Analytics

We offer a full suite of out-of-the-box TCA metrics to help you mitigate both market and timing risk when trading. The metrics range from price reversion to implementation shortfall insights. With our service, you will have access to full transparency on the entire data lineage of how your internal trades match to public market data and all the downstream analytics you’ve scheduled to receive.

Use our library of advanced TCA metrics including: near-touch, far-touch, mark outs, and implementation shortfall metrics per asset, exchange, broker, or even on lit vs. dark markets.

Alternatively, generate your own bespoke insights with our data platform.

You’ll have full control monitoring data from the ingestion stage to the generation of insights. Dashboards, health checks, alerting, and escalation workflows will be delivered by our professionals. This includes full documentation of data mapping and where your internal trades match to public market data.

We leverage Machine Learning technology to automate the match of your trades. Depending on our professional data analysis, sophisticated algorithms or bespoke weighted preferences on fields to match may be implemented. Additional child-to-parent order rollup logic will be defined in a discovery phase.

Sign up for our newsletter