Abnormal Activity Index

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?

Multiple Asset Classes

Uncorrelated Data

5+ Years Data History

$200B+ Volume Traded with AbleMarkets Indices

How to Deploy Abnormal Activity Index?

Our minute-by-minute estimates of abnormal trading activity are immediately accessible:

  1. Sign the agreement.
  2. Receive structured minute-by-minute data in your preferred format
  3. 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

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

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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.