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Total Posts: 30
Joined: Jun 2010
Posted: 2017-04-19 09:21
Ladies & gents,

I've found myself spending more time looking at TCA (and TC prediction) in an equities context.

What are the key papers or materials that I ought to be reading on this topic?


Total Posts: 303
Joined: Jan 2015
Posted: 2017-04-19 23:47
ITG sells TCost curves for most major markets. That's pretty much the standard for at least a large segment of US equities.

Good questions outrank easy answers. -Paul Samuelson
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