LiquidMetrix, are experts in financial market data research, execution quality analysis and market abuse detection operating globally. The LiquidMetrix suite of services focusses on execution quality assessment, cross asset class transaction cost analysis, and an effective Surveillance tool for the detection and case logging of Market Abuse detection within firms.
LiquidMetrix’ analysis services provide sophisticated analytics required for best execution performance measurement; made possible through our suite of proprietary tools for optimal storage and retrieval of trades with full depth order book data from a multi-terabyte databases. The TCA methods we’ve developed are uniquely suited to modern fragmented markets and include the modelling of venue latency effects allowing performance analysis on both algorithmic and Smart Order Routed trade flows.
LiquidMetrix services allow trading firms to monitor and compare the performance of order routing technology/algorithms/broker DMAs, and of Venues to make informed decisions on achieving the best possible prices by taking full advantage of the opportunities available.
t: +44(0)203 432 5610
Article Link to “The changing face of TCA” by Sabine Toulson
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