Detect runaway trading algorithms, such as Waddell Reed (May 6, 2010 — $1 Billion destruction of value), KCG (August 1, 2012 — $400 million destruction of value) with AbleMarkets Big Data technologies. Screen data in real time for abnormalities using techniques from Digital Signal Processing. Can detect runaway algos within 1 minute of onset.
Wouldn’t you benefit from surveilling the markets for this severe risk?
AbleMarkets Abnormal Trading Index predicted abnormal trading in DOW 1 minute after runaway algo went live Knight Capital went on to lose $400 million, undetected for 45 minutes. How much would this intelligence be worth to your firm?
How to Deploy Abnormal Activity Index?
Our minute-by-minute estimates of abnormal trading activity are immediately accessible:
- Sign the agreement.
- Receive structured minute-by-minute data in your preferred format
- Adjust your trading decisions with the abnormal trading activity.
Features and Benefits
Real-Time Risk Management
Risk management tools often do not have an intraday capability. AbleMarkets Abnormal Activity Index provides real-time capabilities for detecting runaway algorithms of your firm and those of others.
Automation to accelerate surveillance
AbleMarkets Abnormal Trading Activity Index insures against human error in surveilling the markets for abnormal trading patterns.
How do AbleMarkets Clients Use Abnormal Trading Activity Index?
Intra-day risk management
Manage exposure of portfolio to intra-day volatility
Insurance against catastrophic loss
Can’t find what you are looking for? Contact us now: email Irene@AbleMarkets.com or