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TCA in the Investment Process: An Overview

Robert Kissell
The Journal of Beta Investment Strategies Summer 2011, 2 (1) 60-64; DOI: https://doi.org/10.3905/jii.2011.2.1.060
Robert Kissell
is an executive director in Global Equities at UBS Investment Bank in Stamford, CT.
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  • For correspondence: robert.kissell@ubs.com
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Abstract

Kissell outlines the current state of evolution of Transaction Cost Analysis (TCA) in today’s dynamic marketplace. Matured beyond its roots as a basic trading cost estimator or post-trade cost analysis reporting tool, TCA has morphed into a dynamic, real-time information-rich platform that offers greater opportunities for alpha capture and nuanced, strategically effective order management. Kissell highlights the many ways that TCA can add value for the single stock trader, the algorithmic trader or strategy engine, the portfolio or quantitative trading desk, and the portfolio manager.

TOPICS: Portfolio construction, equity portfolio management, wealth management

  • Copyright © 2011 UBS. All rights reserved. Not to be reproduced or redistributed without permission.
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The Journal of Index Investing: 2 (1)
The Journal of Beta Investment Strategies
Vol. 2, Issue 1
Summer 2011
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TCA in the Investment Process: An Overview
Robert Kissell
The Journal of Beta Investment Strategies May 2011, 2 (1) 60-64; DOI: 10.3905/jii.2011.2.1.060

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TCA in the Investment Process: An Overview
Robert Kissell
The Journal of Beta Investment Strategies May 2011, 2 (1) 60-64; DOI: 10.3905/jii.2011.2.1.060
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  • Article
    • Abstract
    • SINGLE STOCK TRADING TCA
    • ALGORITHMIC TRADING TCA
    • PORTFOLIO MANAGER TCA
    • CONSISTENCY BETWEEN TRADING AND INVESTMENT OBJECTIVES
    • TCA IN THE INVESTMENT DECISION PROCESS
    • EXECUTION CONSULTING
    • CONCLUSIONS
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