Transaction Cost Analysis (TCA) MATLAB Webinar
Examples showing how to perform TCA Analysis using the MATLAB Trading Toolbox TCA Functions
You are now following this Submission
- You will see updates in your followed content feed
- You may receive emails, depending on your communication preferences
TCAScriptMATLABWebinar_20161206.m
Webinar Presentation showing how to perform Transaction Costs Analysis (TCA) using the MATLAB Trading Toolbox TCA Functions.
This script applies to Algorithmic Trading, Transaction Costs Analysis, Pre-Trade, and Post Trade Analysis.
Examples are provided to assist users perform the following TCA analysis on their own desktop without the need to connect to any third party server or API:
MI = Market Impact Cost
TR = Timing Risk
PA = Price Appreciation Cost
LF = Liquidity Factor Analysis
Cost Curves
Single Stock Optimization
Sensitivity & What-If Analysis
Pre-Trade Analysis
Agency Execution vs. Principal Bid
Cite As
Robert Kissell (2026). Transaction Cost Analysis (TCA) MATLAB Webinar (https://in.mathworks.com/matlabcentral/fileexchange/60622-transaction-cost-analysis-tca-matlab-webinar), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (528 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
