Fixed Income Future Leaders USA 2017

May 16-May 18, 2017

Westin Copley Place - Boston

44 (0)207 368 9330

Robert Kissell

Kissell Research

Day 2- Thursday 18th May 2017

13:00 PM Synergy Workshop: What makes a credible TCA system? Outlining the building blocks for obtaining reliable pre and post trade fixed income TCA

  • How should the buy side look at fixed income TCA and what is their methodology?
  • How can you implement fixed income TCA to meet your execution needs?
  • What types of fixed income TCA models are being developed and how are they different to other asset classes?
  • Can a reliable fixed income TCA model encompass the full fixed income product range or should you use different TCA methodology for different products?
  • Is there the appropriate level of reference data within fixed income to create a reliable TCA methodology?
  • Pre and post trade TCA- How to use TCA to measure your trading performance