AbleMarkets has pioneered the only available data feed on the proportion
of volume related to institutional execution in the U.S. markets. The feed harnesses proprietary Big Data research applied to market microstructure and delivers significant insights and profitability to the feed consumers.
Imagine the U.S. markets with full transparency
Yes, we’ve done that for you.
With AbleMarkets Institutional Activity Index, you can see what instruments institutions are buying and selling.
The Index is updated every 30 minutes, and you can follow it intraday. You can also receive it daily or monthly and feed it into your portfolio optimization engine.
For more information, please refer to Real-Time Risk by Aldridge and Krawciw (Wiley 2017).
Wouldn’t viewing aggregate institutional flow benefit your market actions?
How to Deploy Institutional Activity Index?
Our factor-based Institutional Activity Index is easy to deplo yand requires zero
maintenance:
1. Sign the agreement
2. Receive intraday index in your preferred
format
3. Use the factors to assess market impact, competitive flow and predict volatility
Features and Benefits
Market Impact of Institutional Trading
Prices rise on days when the institutions buy throughout the day. The reverse holds.
Following institutional buying of a particular financial instrument, volatility decreases for several days with 99% probability, according to the latest research from AbleMarkets.
Schedule your flow with Minimal Impact
Block order flow can be
accurately pinpointed by
AbleMarkets signal processing techniques
but not attributed to
individual trading entities since all flow is anonymous. Schedule your flow against the aggregate flow and minimize your impact.
Competitors’
buying/selling
- See what your competition is buying and selling.
- Measure the impact of activity on your investments, so that you understand and minimize your exposure.
- Sharpen your investment strategies with market composition analysis.
Can’t find what you are looking for? Contact us now: email Irene@AbleMarkets.com or
