Execution Slippage & Transaction Cost Estimator (TCA)

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

Quant Finance MCP Tool · Market Data 51 installs Open source · Free Eval-verified

Head of Trading Desks · Internal execution logs Market trade logs

Updated Jun 2026

MCP Config — Paste into Claude Desktop

Server: Market Data · Function: execution_tca · 18 total tools · SSE endpoint ↗

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

SSE Endpoint ↗

Let Claude install it for you

Copy this prompt → paste into a new Claude conversation.

I want to install the ClaudeFinanceLab MCP server for "Execution Slippage & Transaction Cost Estimator (TCA)".

Please add the following to my Claude Desktop config file:
- Mac path: ~/Library/Application Support/Claude/claude_desktop_config.json
- Windows path: %APPDATA%\Claude\claude_desktop_config.json

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

Open the file, merge this into the existing mcpServers block (don't overwrite other servers), save it, and tell me when done. I'll restart Claude Desktop after.

Works with Claude Desktop, Cursor, Windsurf, and any MCP-compatible client.

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Execution Slippage & Transaction Cost Estimator (TCA)