Improving Order Execution in FX – Rethinking TCA

There has been a marked uptick in the use of TCA (Transaction Cost Analysis) services within the FX market over the last few years. Doubtless significantly inspired by the FX Global Code and MiFID II, the use of TCA in FX has been suggested in some quarters to be a box-ticking exercise (although this charge […]

Deltix’s 2017 Mission and Roadmap

Our mission this year is driven by two observations: Our Alpha Generation Software Has Reached Maturity Observation 1: Our core product suite for the buy-side (QuantOffice and QuantServer) has reached the state of functional maturity. The core functionality of QuantOffice and QuantServer has been in use for over 10 years now and battle tested by […]

Optimizing Order Execution Using Advanced Execution Analysis

Examining Execution Transaction Costs in LME Metals Transaction Cost Analysis (TCA) has traditionally been used to examine costs of order executions between different brokers, demonstrate best execution and provide other compliance-based functions. More recent applications of TCA involve forensic analysis of executions. This deeper analysis helps firms improve execution quality in the context of a […]