AgentSkillsCN

best-execution-tca

最佳执行 TCA 工作流，适用于监管级交易成本分析、基准归因，以及交易场所质量治理。适用于在证明跨委托与不同市场制度下的最佳执行成果时使用。

SKILL.md
--- frontmatter
name: best-execution-tca
description: "Best execution TCA workflows for regulatory-grade transaction-cost analysis, benchmark attribution, and venue quality governance. use when tasks involve proving best execution outcomes across mandates and market regimes."

Best Execution Tca

objective

Produce defensible best-execution analytics with benchmark attribution and governance reporting.

workflow

  1. •define benchmark hierarchy and mandate-specific evaluation criteria.
  2. •compute slippage attribution across spread, impact, timing, and fees.
  3. •compare venue and broker quality across order archetypes.
  4. •perform regime-segmented analysis for volatility and liquidity states.
  5. •publish governance reports with control evidence and exceptions.

required diagnostics

  • •benchmark-relative cost by venue, broker, and order type.
  • •participation and urgency effects on execution quality.
  • •persistent outlier detection for broker or venue underperformance.
  • •regime-conditioned cost drift and degradation analysis.
  • •mandate compliance exceptions and remediation outcomes.

risk controls

  • •enforce periodic best-execution committee review cadence.
  • •enforce exception escalation for repeated underperformance.
  • •enforce immutable audit logs for benchmark methodology changes.

outputs

  • •run python scripts/best_execution_tca_diagnostics.py input.csv --output diagnostics.json and keep the json artifact.
  • •write an implementation memo using references/best-execution-tca-playbook.md with assumptions, tests, limits, and rollout plan.

resources

  • •use scripts/best_execution_tca_diagnostics.py for deterministic diagnostics.
  • •use references/best-execution-tca-playbook.md for the domain checklist and delivery structure.