📐
Quant Finance Market Data Live

Execution Slippage & Transaction Cost Estimator (TCA)

696 views 75 installs

Analyzes historical post-trade execution data against VWAP/TWAP and implementation shortfall metrics to optimize routing.

👤 Head of Trading Desks
📡 Internal execution logs Market trade logs
✓ Open source ⚡ MCP 1.x compatible 🔌 Market Data server 📦 75 installs

Connect in 30 seconds

Paste this into your Claude Desktop or MCP client config:

{
  "mcpServers": {
    "market_data": {
      "url": "https://claudefinancelab.com/market/sse"
    }
  }
}
SSE Endpoint ↗

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MCP Server

M

Market Data

18 tools

Tool function

execution_tca

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