The TRADE 79 - Q1 2024 | Page 26

[ I N D E P T H | T R A N S A C T I O N C O S T A N A L Y S I S ]

Conscious usage of TCA :

Making trade analytics more actionable

With data becoming unavoidably vital to the trading desk , WESLEY BRAY explores how traders are delving past traditional TCA and collaborating with data scientists on the desk to help gain a deeper understanding of market dynamics and make better informed trading decisions .

In the constantly evolving financial markets landscape , where volatility and complexity are continually featured , the ability to discern the true costs of trading has become paramount for investors and institutions alike . If used correctly , transaction cost analysis ( TCA ) can provide valuable insights in this environment , providing a comprehensive framework to dissect and understand the intricacies of trade execution . Formerly a compliance box ticking exercise , firms are now leveraging TCA as a tool throughout the execution process to achieve better results .

Today , trades are not solely measured by outcome in isolation , but instead , the focus has shifted towards understanding the holistic impact of every transaction on portfolio performance , risk
26 // TheTRADE // Q1 2024