News & Views Article
BondWave in the News – September 2022
BondWave - October 5, 2022
Watch Out for That Banana Peel: The Role of Slippage in Fixed Income TCA

Watch Out for That Banana Peel: The Role of Slippage in Fixed Income TCA

09/19/2022 TabbFORUM

While fixed income trading has begun the long journey to electronification and started to borrow equity trading techniques (portfolio trading, algorithms, executable quotes, for example). Too often the focus is on how fixed income differs from equities when it comes to trade cost measurement. In this article, Paul Daley, Director of BondWave’s Fixed Income Data Lab, breaks down how slippage analysis is one key element of equity trade cost analysis that is ripe for use within fixed income. open website

Keep on reading:

BondWave in the News – January 2024

January 2024 News Recap: Check out the latest data on trade volume and trade sizes in QMarks Q4 2023 Dashboards (BDA & TabbFORUM). See what TQA benchmarks reveal about fundamental changes in the corpo

February 6, 2024
BondWave in the News – October 2023

October 2023 News Recap: See the latest bond trading trends in BondWave's Q3 QMarks Dashboards in the BDA's Fixed Income Insights and TabbFORUM.

November 7, 2023
BondWave in the News – August 2023

August 2023 News Recap: MD Paul Daley takes a preliminary look at the cost effectiveness of corporate bond portfolio trades through BondWave's Transaction Quality Analysis lens (TabbFORUM).

September 6, 2023
BondWave in the News – July 2023

July 2023 news recap: See the latest data on trade volume and trade costs in the QMarks Dashboards for Q2 2023 (TabbFORUM). BondWave introduces new feature for tailoring portfolios with the launch of

August 3, 2023