Execution Algorithm Costs

Independently measure and customize your own benchmarks to evaluate FX algos objectively and intelligently using FX Transparency’s proprietary database of sell-side market mid rates.

  • Implementation Shortfall
  • Arrival Cost
  • Block Start to Block End Average Mid-Rate
  • Custom Interval Time Average Price (ITAP) Benchmarks
  • Design Your Own Benchmark (+/- 5 minute ITAP, etc.)