Order Execution Resources



Improving Order Execution in FX – Rethinking TCA
To many, the term Transaction Cost Analysis (TCA) suggests a periodic after-the-fact exercise. Deltix’s Stuart Farr advocates seeing beyond TCA by using real-time and pre-trade analytics to continuously optimize order execution.

The Importance of Maintaining a Time-series Database of Quotes, Orders and Trade Executions
An e-Forex article by Stuart Farr which goes into detail about how advanced analytics and data collection of orders, executions and order books from multiple liquidity providers can be used to improve order execution. The approach provides the necessary granularity and level of precision for execution decisions not available in traditional execution management systems.


Optimizing Order Execution Using Advanced Execution Analysis


Deltix webinar recording: "Using cloud technology for quant research, analytics and TCA"
Using Cloud Technology For Quant Research, Analytics and TCA
This webinar presents new ideas for an equities trading strategy and ways to improve execution using Deltix’ new QuantHub cloud service. Learn more…
Register to view webinar - Using market microstructure to improve execution quality Recorded 28 March, 2017
Capturing Actionable Insights For Execution Quality From CME’s MBO Data
This technical webinar focuses on execution quality and new insights available from CME’s MBO data, which provides full transparency into order book composition. This new data offering provides opportunities for increased precision in execution strategies. Learn more…

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Order Execution