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LiquidMetrix WorkStation to Trading Solutions

Evaluating trading performance in a fragmented European market


In today's market where trading is fragmented across multiple lit and dark venues and prices can change hundreds of times in a second, assessing the performance of your algorithms, SORs and brokers can be a formidable challenge.

Specifically, do you know...

  • how often your trades execute 'at or better' than VBBO/EVBBO?
  • if other venues are providing liquidity you are missing?
  • what price improvement you could achieve by hitting this liquidity?
  • whether you're optimising your execution opportunities in dark pools?
  • what effect latency has on your overall trading performance?
  • how well are your algorithms or SOR actually performing?

Intelligent Financial Systems has developed the LiquidMetrix WorkStation which gives you access to daily updating multi-venue Best Execution and TCA statistics for your trade flow allowing you to answer questions like these.

Highlights include:

  • benchmarks for all European venues. Assess your execution performance against one or more venues of your choice, changing your selection at the click of a button;
  • opportunity analysis shows you which venues can offer price improvement on your trades and the potential gains in monetary terms
  • the ability to analyse sub-sets of your trades grouped by trade attributes including algorithm / strategy, instrument, trading network, deal size, counter party or client;
  • analysis of large orders executed as multiple fills across one or more markets. Assess the order as a whole and drill down to analyse the individual fills;
  • tools to view and replay single venue and consolidated order books and time & sales at and around the time of any trade;
  • simple, clear and easy-to-generate performance / opportunity reports for any trading period (daily, monthly, yearly, etc) and sub-sets of your trades;
  • view liquidity Battlemaps showing you which venue has the tightest spreads, best prices, deepest books;
  • More...

You can use the LiquidMetrix WorkStation for internal compliance checks, to monitor and improve your trading performance and to generate comprehensive, independent performance reports for your clients.

LiquidMetrix uses the latest technology to give you access to your daily updated Best Execution statistics using a +100TB database of full depth order-by-order market data from all European venues.


Let us help

Contact us at liquidmetrix@if5.com or call +44 (0)207 379 7328 to arrange a demonstration of how we can help your organisation and your clients.


Disclaimer

The information contained within this website is provided for information purposes only. IFS will use reasonable care to ensure the accuracy of the information within this site. However, IFS will not be held liable for any errors in the information provided within this website or for accuracy or completeness of the information, or for delays, interruptions or omissions therein, any difficulties in receiving or accessing the website and/or for any loss direct or indirect (including without limitation, loss of profits or consequential loss and indirect, special or consequential damages) howsoever arising and whether or not caused by the negligence of IFS, its employees or agents. The information contained within this site may be changed by IFS at any time.

The information available within this website may include ‘Evaluations’ which are not reflections of the transaction prices at which any securities can be purchased or sold in the market but are mathematically derived approximations of estimated values. Nevertheless, reference may sometimes be made to Evaluations as pricing information, solely for convenience or reference. Evaluations are based upon certain market assumptions and evaluation methodologies reflected in proprietary algorithms and may not conform to trading prices or information available from third parties. No liability or responsibility is accepted (and all such liability is hereby excluded) for any information or ‘Evaluations’.

The copyright of this website and all its content belongs to IFS. All other intellectual property rights are reserved. Redistribution or reproduction of the information and data contained within this website is prohibited without the prior written permission by IFS.

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