AWS Big Data Blog
Author: Pramod Nayak
Mastering market dynamics: Transforming transaction cost analytics with ultra-precise Tick History – PCAP and Amazon Athena for Apache Spark
This post is cowritten with Pramod Nayak, LakshmiKanth Mannem and Vivek Aggarwal from the Low Latency Group of LSEG. Transaction cost analysis (TCA) is widely used by traders, portfolio managers, and brokers for pre-trade and post-trade analysis, and helps them measure and optimize transaction costs and the effectiveness of their trading strategies. In this post, […]