LiquidMetrix, are experts in financial market data research and execution quality analysis operating out of London and New York. The LiquidMetrix suite of services focusses on execution quality assessment, cross asset class transaction cost analysis and pre-trade cost prediction across increasingly fragmented global markets. The best execution/TCA product suite also works hand-in-hand with the LiquidMetrix surveillance solution for detecting patterns of market abuse to meet the MAR, MAD, MiFIR and ESMA guidelines.
LiquidMetrix’ analysis services provide sophisticated analytics required for performance measurement; made possible through our suite of proprietary tools for optimal storage and retrieval of trades, and full depth order book data from multi-terabyte databases. The TCA methods we’ve developed are uniquely suited to modern multi-venue trading and include the modelling of venue latency effects allowing realistic performance analysis on both algorithmic and Smart Order Routed trade flows.
LiquidMetrix products allow brokers and trading firms to monitor and compare the performance of order routing technology/algorithms/broker DMAs, and to make informed decisions on achieving the best possible prices by taking full advantage of the opportunities available.
t: +44(0)203 432 5610
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