Institutional Activity Index

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).


“Real-Time Risk” by I. Aldridge and S. Krawciw

Wouldn’t viewing aggregate institutional flow benefit your market actions?

Multiple Asset Classes

Uncorrelated Data

5+ Years Data History

$200B+ Volume Traded with AbleMarkets Indices

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

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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

  1. See what your competition is buying and selling.
  2. Measure the impact of activity on your investments, so that you understand and minimize your exposure.
  3. Sharpen your investment strategies with market composition analysis.

 
Intraday, 1 Index
$100 per instrument name per month
Real-time and near-real-time updates throughout each trading day
Reported intraday from 8:30 AM ET to 4:00 PM ET
Alerts for immediately-actionable activity
Receive data on-screen, via FTP or HTML 5

 
Daily, 1 Index
$35 per instrument name per month
Summaries and details of daily activity for the previous trading day
Reported immediately after market close
Timely for next day’s portfolio reallocation
Receive data on-screen, via FTP or HTML 5

 
Monthly, 1 Index
$10 per instrument name per month
Summaries and details of monthly activity for the previous month
Reported before the first trading day of each month
Risk factors for portfolio and risk management
Receive data on-screen, via FTP or HTML 5

Can’t find what you are looking for? Contact us now: email Irene@AbleMarkets.com or

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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.