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Transaction Cost Analysis & Execution Quality Auditor

Buy-side trading desks, performance attribution teams, and compliance officers at asset managers use this agent to audit execution quality by comparing realized transaction costs against pre-trade benchmarks (VWAP, TWAP, arrival price) and to identify systematic patterns of execution slippage across brokers, strategies, and time of day. The agent is used monthly for broker review or after suspiciously high-cost execution days.

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