Transaction Cost Analysis: A 2026 System Architecture
A 2026 architecture for a transaction cost analysis (TCA) system: benchmarks, the data pipeline, slippage decomposition, and execution-quality reporting.
Implementation Shortfall Execution Algorithm: Architecture
A 2026 system-design walkthrough of an implementation shortfall execution algorithm: the Almgren-Chriss frontier, scheduling, the slicer, and TCA feedback.
VWAP Execution Algorithm: System Architecture (2026)
A 2026 system-design walkthrough of a VWAP execution algorithm: volume curve forecasting, scheduling, the slicing engine, and transaction cost analysis.