Best Practice in Futures TCA – Perspectives From the Bloomberg Community
• Post-trade TCA analysis on brokers and algos
• Fill level analytics and spread capture
• Relative performance analysis using peer benchmarks
• Analyzing trade automation workflows
Speakers
Larry Berman
Managing Director, Investment Management
Parametric
Larry oversees portfolio management and trading for Parametric’s liquid alternatives investment strategies, including commodities, volatility risk premium, and related options strategies. He’s a member of firm’s Enterprise Investment Management Committee and a voting member of the Liquid Alternatives Investment Committee. Prior to joining Parametric in 2006 (originally as an employee of Managed Risk Advisors, which was acquired by Parametric in 2007), Larry was a principal at Wolverine Trading. At Wolverine he led options trading on the American Stock Exchange, including equity/index options as well structured products.
Mike Googe
Global Head of BTCA Product
Bloomberg
Mike leads the product team for Bloomberg's transaction cost analysis service, BTCA. Mike joined Bloomberg in 2009 as a TCA specialist. With more than 30 years of industry experience in trading and execution consultancy, Mike's vision has contributed meaningfully to Bloomberg's position as a market leading post-trade TCA provider. BTCA is a multi-asset, post-trade transaction cost analysis tool that combines your trades with the unrivalled breadth and transparency of Bloomberg’s market data to deliver powerful analysis against a wide range of benchmarks. Featuring exception-based workflow and customizable reporting, BTCA empowers users to get the details they need on demand. BTCA delivers wide-ranging insight for trading-cost impact, decision support as well as a comprehensive solution for best execution, market abuse, and trade surveillance.
Yerson Arvelo
BTCA Account Management
Bloomberg
Yerson Arvelo is an account manager for Bloomberg's transaction cost analysis product, BTCA. He has been at Bloomberg for over 9 years, and 8 of those years have been working within the BTCA product specializing in TCA and Trade Surveillance. Yerson currently covers most of the Tier 1 Enterprise level accounts in the Americas, helping clients optimize their usage and get the most value out of the platform.