TradeTech FX Europe 2023: Current TCA models are not going far enough to explain market impact
The TRADE
SEPTEMBER 13, 2023
Essential to the future of TCA offerings, said one panellist, is the incorporation of a central limit order book (CLOB) for price discovery benchmark swaps. It’s important to take that into account,” said one speaker. There has been a shift to building your own analytics offering,” said one panellist.
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