1
$\begingroup$

I have heard that ITG, LiquidMetrix, MarkIT and TradingScreen has good Transaction Cost Analysis (TCA) research. I wonder which firm one would choose to have an impact model formula inside his simulations (that is to optimize traded portfolio size).

There are two ways to achive this:

  • find a firm which discloses their complete impact model
  • find a firm which provides a detailed simulator including the impact models

Open for suggestions for both options.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.