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afekz


Total Posts: 27
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?



EspressoLover


Total Posts: 245
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.
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