Smart VWAP

AbleMarkets helps you beat most execution benchmarks by 500 bps per annum on average across asset classes. Benefit from our software to improve your methodology by incorporating market microstructure.

Outperform VWAP in 3 EASY Steps

Multiple Asset Classes

Uncorrelated Data

5+ Years Data History

$200B+ Volume Traded with AbleMarkets Indices

How it Works

Our factor-based smart VWAP is easy to deploy and requires zero maintenance:

1.Sign the agreement

2.Receive intraday factors in your preferred format

3.Use the factors to recalibrate your VWAP/TWAP to generate extra 2-5 bps per block trade

Useful Smart VWAP execution add-on Click To Tweet

AbleMarkets Smart VWAP is AbleMarkets live intraday market microstructure analysis that links to your execution.

Features and Benefits

Microstructure

Smart VWAP utilizes AbleMarkets market microstructure analytics to improve client execution. We stream data to clients and do not take flow; we do not receive any data from clients.

The Optimal Schedule

The optimal schedule is a tailored trading profile for a stock, identifying when to increase participation and when to be passive, dramatically improving execution performance.

How Do AbleMarkets Clients Use Smart VWAP?

Receive updates on how to modify execution throughout the day

Anticipate intraday fluctuations in liquidity

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Outperform in 3 Easy Steps

Our factor-based research is easy to deploy and requires zero maintenance:
1.Sign the agreement
2.Receive intraday factors in your preferred format
3.Use the factors to recalibrate your algorithms to generate extra profitability.