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Saturday, March 7, 2009

UBS launches real-time TCA tool in Europe

UBS Investment Bank has launched a real-time transaction cost analysis (TCA) service to help European clients achieve best execution.

Available via UBS Fusion, the firm’s equity trading analytics platform, the new service provides buy-side traders with live, continuous analysis of their orders during execution.

Real-time TCA is part of UBS’s Direct Execution electronic trading suite, which also includes trading and analytical tools such as pre-trade transaction cost analysis for single stock and portfolio trading, a suite of in-market tools including trading alerts, and downloadable reports and analysis tools.

“Via Fusion, clients can see where they are getting fills across different venues and react accordingly in real time,” Mark Goodman, managing director, Direct Execution (Equities), UBS, told theTRADEnews.com. “A client might initially instruct our TAP algorithm to take good prices wherever it can find them, but then decide to take a more patient approach and reduce participation in displayed markets in favour of dark liquidity.”

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