Monitoring and analysis of consolidated order books across available liquidity pools, identifying liquidity imbalances.
Market Microstructure analysis of RFQ driven markets
Monitoring, and trend analysis of RFQ trading activity across all e-trading channels
Correlating market impact to historic executions, venues and trading strategies.
Real time and historic Transaction Cost Analysis, analyzing best execution across fragmented liquidity pools, and through all algo types, books, venues, counterparties/brokers, and instruments
Consolidated pricing across FX ECNS, identifying broker liquidity positions, dependencies and pricing latency, especially to market events
Monitoring and Analysis of Real Time and historic P&L, correlating trading costs and risks with revenues.
Liquidity analysis across venue, identifying temporary market liquidity imbalances.
Trading effectiveness measurement and trend analysis
Portfolio & Index Basket risk / return analysis, both pre-trade and during basket execution, identifying liquidity spikes and shortfalls and performance diverges.
Comparative order and quote analysis across venue
Commonly deployed with the following:
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