RT Journal Article
SR Electronic
T1 Real-Time TCA Visualization: <em>The Next Frontier in Trading Analytics</em>
JF The Journal of Trading
FD Institutional Investor Journals
SP 71
OP 77
DO 10.3905/jot.2013.9.1.071
VO 9
IS 1
A1 Serdar Armutcu
YR 2013
UL https://pm-research.com/content/9/1/71.abstract
AB We examine the recent trends in real-time analytics for TCA and the technologies that are making it possible, like complex event processing (CEP). We give examples of how visualization can be incorporated into TCA using heat-maps of order book activity and graphical displays of algorithms using an algorithm visualization approach.TOPICS: Big data/machine learning, statistical methods