Day 1 - Wednesday 18th September 2019
Wednesday, September 18th, 2019
- How is TCA being used and how are both the buy- and sell-side firms beginning to analyse fixed income execution quality?
- Engaging with TCA providers- What can the buy side do to ensure they are getting what they want?
- With the lack of comprehensive tools available to aggregate data, how can TCA providers provide a credible, transparent and robust multi-asset capability?
- Knowing your true total cost of trading - How to quickly and easily visualise your trades and review data to get the full picture of your implicit costs
- Explicit costs - What are the regulatory efforts to reduce excessive market data costs?
Day 2 - Thursday, September 19th 2019
Thursday, September 19th, 2019
Life has become somewhat easier for buy-side firms, with the sheer volume of data now available. While some firms feel like they are using this data well, others feel like they are missing out. This panel will outline opportunities for you to better compile and aggregate your data to improve:
- The evolution of best execution- How are leading buy side heads measuring best execution and what changes have they made to take advantage of electronic markets?
- More than just price- How can you determine the speed, liquidity, likelihood of execution and settlement, size and nature of the trade through your pre-trade analytics?
- How can you implement TCA and analytics when trades are not done electronically and how do you then prove best execution?
- Debate: Do you actually need TCA in fixed income to justify your execution?