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Best Execution Analysis Excel Template

Analyze best execution with comprehensive order routing analysis, execution quality assessment, and venue comparison tools for regulatory compliance and trading optimization.


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Master Best Execution Analysis with Professional Assessment Tools

Best execution analysis is essential for regulatory compliance, client protection, and trading optimization. Our Best Execution Analysis template provides comprehensive tools to assess execution quality, analyze order routing decisions, and demonstrate regulatory compliance with institutional-quality frameworks for MiFID II and other regulatory requirements.

From venue comparison to execution quality assessment, optimize trading outcomes. Built for compliance officers, trading desks, and execution traders, this template helps you analyze execution quality, compare venues, and maintain comprehensive best execution programs.

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Comprehensive Execution Quality Assessment

Price Improvement Analysis

Analyze price improvement with benchmark comparison, NBBO analysis, and price improvement statistics. Measure execution quality against reference prices and market benchmarks.

Fill Rate & Speed Analysis

Assess fill rates and execution speed with completion rates, partial fill analysis, and time-to-execution metrics. Analyze execution efficiency and market impact.

Implementation Shortfall

Calculate implementation shortfall with market impact costs, timing costs, and opportunity costs. Measure total trading costs and execution efficiency.

VWAP & TWAP Analysis

Compare execution prices against VWAP and TWAP benchmarks with arrival price analysis and benchmark deviations. Assess execution quality across different time periods.

Venue Comparison & Order Routing Analysis

Venue Performance Metrics

Compare venue performance with execution quality metrics, cost analysis, and service level assessment. Analyze venue characteristics and selection criteria.

Liquidity Analysis

Assess venue liquidity with market depth analysis, spread analysis, and liquidity provision metrics. Compare displayed and non-displayed liquidity sources.

Order Routing Optimization

Optimize order routing with smart order routing analysis, venue selection algorithms, and routing decision frameworks. Analyze routing effectiveness and optimization opportunities.

Regulatory Reporting

Generate regulatory reports with RTS 27 and RTS 28 reporting, best execution reports, and compliance documentation. Ensure MiFID II and other regulatory compliance.

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Frequently Asked Questions

How does it measure price improvement?

The template analyzes price improvement with benchmark comparison, NBBO analysis, and price improvement statistics. It measures execution quality against reference prices and market benchmarks.

Can it calculate implementation shortfall?

Yes, the template calculates implementation shortfall with market impact costs, timing costs, and opportunity costs. It measures total trading costs and execution efficiency comprehensively.

How does it compare venue performance?

The template compares venue performance with execution quality metrics, cost analysis, and service level assessment. It analyzes venue characteristics and selection criteria.

Does it support regulatory reporting?

The template generates regulatory reports including RTS 27 and RTS 28 reporting, best execution reports, and compliance documentation. It ensures MiFID II and other regulatory compliance.

How does it optimize order routing?

The template optimizes order routing with smart order routing analysis, venue selection algorithms, and routing decision frameworks. It analyzes routing effectiveness and optimization opportunities.

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Frequently Asked Questions

If you question is not covered here, you can contact our team.

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How do I analyze data?
To analyze spreadsheet data, just upload a file and start asking questions. Sourcetable's AI can answer questions and do work for you. You can also take manual control, leveraging all the formulas and features you expect from Excel, Google Sheets or Python.
What data sources are supported?
We currently support a variety of data file formats including spreadsheets (.xls, .xlsx, .csv), tabular data (.tsv), JSON, and database data (MySQL, PostgreSQL, MongoDB). We also support application data, and most plain text data.
What data science tools are available?
Sourcetable's AI analyzes and cleans data without you having to write code. Use Python, SQL, NumPy, Pandas, SciPy, Scikit-learn, StatsModels, Matplotlib, Plotly, and Seaborn.
Can I analyze spreadsheets with multiple tabs?
Yes! Sourcetable's AI makes intelligent decisions on what spreadsheet data is being referred to in the chat. This is helpful for tasks like cross-tab VLOOKUPs. If you prefer more control, you can also refer to specific tabs by name.
Can I generate data visualizations?
Yes! It's very easy to generate clean-looking data visualizations using Sourcetable. Simply prompt the AI to create a chart or graph. All visualizations are downloadable and can be exported as interactive embeds.
What is the maximum file size?
Sourcetable supports files up to 10GB in size. Larger file limits are available upon request. For best AI performance on large datasets, make use of pivots and summaries.
Is this free?
Yes! Sourcetable's spreadsheet is free to use, just like Google Sheets. AI features have a daily usage limit. Users can upgrade to the pro plan for more credits.
Is there a discount for students, professors, or teachers?
Currently, Sourcetable is free for students and faculty, courtesy of free credits from OpenAI and Anthropic. Once those are exhausted, we will skip to a 50% discount plan.
Is Sourcetable programmable?
Yes. Regular spreadsheet users have full A1 formula-style referencing at their disposal. Advanced users can make use of Sourcetable's SQL editor and GUI, or ask our AI to write code for you.
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Professional best execution tools to assess execution quality, analyze order routing, and optimize trading outcomes with comprehensive execution analysis.

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