TCA Reporting

Transaction Cost Analysis

TAG's easy-to-use and understand approach to transaction cost analysis provides each buy side or sell side trader the ability to analyze trading performance across competing venues. Our unique set of standard and proprietary benchmarks help brokers, portfolio managers, and traders analyze costs and execution quality throughout the life cycle of an order. TAG's TCA reporting provides powerful on-demand filters to create custom views at the summary, detail, and stock level.

In this highly competitive, constantly changing environment, TAG offers reliable, independent TCA reporting with a unique focus on execution quality measured by our proprietary benchmarks. We built our creditable reputation by only doing what we do best: providing excellent products and services that focus on trade measurement.

  • Transaction Cost Analysis

    Our easy-to-understand online order execution analysis offers analysis of segments including order, symbol, trader, index, and aggregate segments, to name a few. The evaluation of block orders, high-dollar value orders, and not-held orders effectively provides execution transparency. The standard and TAG proprietary statistical measurements used in our transaction cost analysis include: Standard and TAG proprietary statistical measurements include: Market Impact, VWAP, Timeliness, Fill Rates, Slippage and Liquidity Enhancement at the summary, detail and stock level.

  • Client Web Access Tool

    TAG's clients can login to their dashboard to view reports online. Additionally, your customers also have access to view specific best execution data and reports, encouraging creditability of their transactions execution. This tool provides daily access to public best execution data on a current and historical basis.