Transaction Cost Analysis (TCA) is a critical tool for evaluating the efficiency and cost-effectiveness of trading activities. It involves measuring the costs incurred during the execution of trades, including explicit costs like commissions and fees, as well as implicit costs such as market impact and opportunity costs.By analyzing these factors, TCA helps traders and portfolio managers optimize their trading strategies, reduce unnecessary expenses, and improve overall performance.
kdb Insights Enterprise – Transaction Cost Analysis
In this demo, we will build and configure a Transaction Cost Analysis solution on kdb Insights Enterprise.
