Imported from previous forum
There is much industry talk about multi-asset class TCA, generating a multitude of questions including:
• What really exists today?
• With TCA having been predominantly equity-centric for many years, what is the scope for TCA to expand into the fixed income or currency worlds?
• How does multi-asset class TCA affect the buy-side?
• Is there an expectation of consolidated TCA reporting?
• How does TCA for Futures Rolls differ from “regular” executions?
• How does market structure affect TCA?
Join FPL in Boston on January 29th for the FPL Americas Regional Meeting, as asset-class experts explore:
• Market structure and how it affects and guides the development of TCA
• The potential for adapting equity-based TCA metrics (IS,VWAP, etc.) for different asset classes
• Multi-asset class TCA achievements already being realised by some firms
• The differences in expectations for multi-asset class TCA for the buy and sell-side
Speakers will include:
• Michael Caffi, Co-Chair FPL TCA Working Group, Vice President and Manager, Global TCA Services, State Street Global Advisors
• James Cochrane, Product Manager, ITG TCA for FX
• Howard Cook, Vice President, Market Data, Tradeweb LLC
• Bill Hebert, Co-Chair FPL Global Education and Marketing Committee, Managing Director, Alpha Omega Financial Systems
• Robert Hegarty, Head of Market Structure, Thomson Reuters
• Guy Henning, Director, Equity Futures Manager, Bank of America Merrill Lynch
To learn more or register for this evening event, which has been kindly hosted by Thomson Reuters, please visit: www.fixprotocol.org/events