The institutional trading market requires effective tools for measuring trade execution quality. Tradeweb TCA, Tradeweb's transaction cost analysis tool for equities, offers a host of powerful features for analyzing client order flow, delivered via an ultra secure, web-based application.
Tradeweb TCA provides historical analysis of trading activity by counterparty, by symbol and by order, with customizable time periods ranging from daily (T+1) to annual. Trade execution quality is gauged against an array of industry-standard price benchmarks as well as market impact measurements. Tradeweb TCA's superb filtering capability allows you to fine-tune your results by filtering on tradesize, currency, order type, side and time in force. Additionally, Tradeweb TCA's forex conversion allows analysis of multi-currency activity in a single, normalized report.
Most importantly, Tradeweb's broker-neutral position means you can count on Tradeweb TCA to give you an objective picture of your performance
Available Benchmarks:
- VWAP
- Interval VWAP
- Order Submission until End-of-Day VWAP
- Pre-Order VWAP
- Participation Rate "Robot Trader" Interval VWAP (10%, 20%, 30%, 40%)
- Opening Price (trade day)
- Closing Price (trade day)
- Previous Day's Closing Price
- Start Tick (market price at order submission)
- End Tick (market price at final execution)
