Our research shows that if you track and avoid Aggressive HFT, you can save considerable money you are presently leaving on the trading table. For example, if you could outperform VWAP/TWAP by 500 bps per annum across all electronically traded, limit-order-book based financial instruments, would that be a great benefit to you?* With streaming real-time and near-real-time AbleMarkets Aggressive HFT Index, you can avoid HFT during execution.
Are you a long-term only portfolio manager? With a single HFT-based factor for each financial instrument in your portfolio, you can hedge your aggressive HFT exposure even if you reallocate only once per year! And simultaneously increase your portfolio's Sharpe Ratio by 0.5. If you can raise your Sharpe from 1.5 to 2.0, how much is that worth to you and your investors?
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AbleMarkets Aggressive HFT Index for NYSE:FB on July 20 2017
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> 0: Aggressive HFT Buyers, as a % of volume; < 0: Aggressive HFT Sellers, as a % of volume
Green: Aggressive HFT Buyers exceed Aggressive HFT Sellers by 10% or more
Red: Aggressive HFT Sellers exceed Aggressive HFT Buyers by 10% or more
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What does the chart shows? This chart presents price of a Russell 3000 stock and the corresponding proportion of aggressive HFT, as measured by AbleMarkets Aggresive HFT Index, every 20 minutes. When aggressive HFT Buyers exceed aggressive HFT Sellers in the stock by 10% or more of volume, the chart is colored green, and the upcoming news is likely to move the instrument or the market higher. When aggressive HFT Sellers exceed aggressive HFT Buyers in the stock by 10% or more of volume, the chart is colored red, indicating that the upcoming news is worse than expected.
In addition to the diagnostic and predictive analytics above, we now offer real-time diagnostic tools: block-trading activity, abnormal trading activity and the level of Internet chatter. The tools are available for any electronically-traded financial instrument, including stocks, currencies, commodities, equity and commodity futures and even options. Please contact us today to subscribe to real-time electronic feeds and for more information: firstname.lastname@example.org and +1 (646) 580-4949.