The projects consists of three modules:
- Trades Simulation - We expect users of this prototype will submit their own trades for enrichment and analysis. However, for those users interested in the simulation aspect, we have included the simulation module. More about the Simulation approach can be found in the introductory article How to build an end-to-end transaction cost analysis framework.
- Trade Enrichment - We used LSEG Tick History API to enrich our trades with tick data. Check out more in Trade data enrichment for Transaction Cost Analysis article.
- Analysis and Visualisations - On top of calculating wide range of benchmarks and metrics, we have built a User Interface (UI) that implements a presentation layer visualizing our findings using Streamlit. More can be found in the article Building an interactive dashboard to visualise the transaction cost analysis.
To run the project navigate to root folder of the project and run:
$> streamlit run main.py