TotalTCA is integrated with Tethys Technology’s TethysEMS™ and captures data and manage trades with the most sophisticated and comprehensive algorithmic offering available today. At Tethys, we understand that our clients are ultimately not trading to benchmarks, but are trying to generate returns. While TCA-to-Arrival price, VWAP, PWP are useful (and available as part of TotalTCA), the bottom line is P&L. In 2016, Tethys introduced its attribution-based TCA for quantitative managers: Tethys Slippage Attribution. As a framework of models, it generates data to help clients understand where slippage (or loss of alpha) is coming from for a given model or set of trades. This allows clients to fine-tune execution through algorithm choice and settings— allowing funds to understand their capacity as turnover-related costs are known with precision. Some of Tethys’ clients have been able to scale up their funds with additional assets because of data provided by Tethys TotalTCA (when liquidity is not a main driver of slippage).

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