Understand the real cost of trading your portfolio in a given market, and what the true liquidity picture looks like. Pre-trade analytics tracking portfolio liquidation risks and impacts as well as portfolio wide trade quality.
Sample use cases:
— Improve risk measures to take into account true addressable liquidity for a stock
— Understand the liquidation cost of securities to build better risk models
— Determine the liquidity of their portfolio
— Have a full understanding of the impact of trading on their portfolio
— Improve order routing decisions through enhanced liquidity profiling
Typical metrics: Trade prices, Trade quality, Liquidation cost, Execution market impact, Volatility.
The data sets are available both as data feeds via API/ SFTP or via dashboards. The dashboards below are taken from our Portfolio Viewer and Platometrics dashboards and showcase how volatility and auction dislocation can be viewed by market and portfolio.