PRE-TRADE ESTIMATE and POST TRADE ANALYSIS
GLP uses Markit as a third party provider to monitor metrics that help organize and capture the true sources of transaction costs and market impact both pre and post trade. The Post Trade Analysis data generated by Markit covers GLP’s algorithmic strategies (VWAP, TWAP, POV, DARK, Liquidity Seek etc.) for all clients. These unbiased metrics and analytics provide a robust data set to accurately measure our clients performance versus a large peer universe.
Comprehensive GLP reports are published quarterly, along with year-end summaries and clients receive reports as desired (daily, weekly, monthly etc.)
GLP provides these reports upon request. Please send email to firstname.lastname@example.org or call us at +1-732-204-8999 for more information.