PT  - JOURNAL ARTICLE
AU  - Marie Konstance
TI  - Approaching Venue Analysis
AID  - 10.3905/jot.2017.12.1.073
DP  - 2016 Dec 31
TA  - The Journal of Trading
PG  - 73--75
VI  - 12
IP  - 1
4099  - https://pm-research.com/content/12/1/73.short
4100  - https://pm-research.com/content/12/1/73.full
AB  - Many U.S. equity traders underestimate the value of venue analysis and assume that any issues will appear in their current TCA results. However, problems may not clearly bubble up in a post-trade report. This article provides an overview of some of the potential issues in broker venue strategy and suggests a general framework for beginning an effective analysis. The payoff from this effort can provide greater reassurance that traders are using effective algorithms or perhaps allow them to tweak their existing strategies to perform more effectively.TOPICS: Exchanges/markets/clearinghouses, quantitative methods