Trade Analytics
Our pre-trade and post-trade analytical tools support execution decision-making and give you a detailed understanding of transaction costs and asset value changes.
Pre-trade
Our market-leading*, pre-trade analysis model helps to identify the estimated impact cost of the trade, completion approximations, settlement cycles and correlation and tracking error versus the major futures contracts. From this we are able to choose optimal execution benchmarks.
These tools also provide in-depth, stock-by-stock analysis on volatility, momentum, liquidity, impact and a host of other relevant characteristics of the basket components.
This service is available to all clients with confidentiality and security protected through the use of encryption and password.
Post-trade
Our post-trade analysis facilitates a detailed understanding of transaction costs and provides attribution and explanation of asset value changes with advanced reporting.
We offer multiple benchmark analysis and aggregated performance measurement as well as easily digestible metrics at the portfolio level plus slices on market, sector and sub account. For single stocks we can offer a print-by-print breakdown of the executions achieved.
* No. 2 Portfolio Trading - Thomson Extel 2007