Apps

Volume Participation Forecaster

The Volume Participation Forecaster app computes the minimum participation rate needed to complete an order today or the approximate time to complete an order for a user-specified participation rate based on volume forecasts for a security.

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Smart Market Indicator Forecast

Smart Market Indicator Forecast app generates intraday forecast deviations of future market conditions (volume, volatility and spread) from their historical average values at multiple horizons. These estimates can help you to reduce trading costs by dynamically readjusting your trading strategy, improve trade scheduling and set more accurate algo price limits by better assessing the probability that a price will exceed its limit within a specified time horizon.

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Smart Cost Estimator for Pre-Trade Analysis

Smart Cost Estimator for Pre-Trade Analysis is an online tool that estimates pre-trade costs based on current market conditions. Use it to compare today's cost estimates against historical conditions, estimate the cost for liquidation of a position, and calculate the expected increase in trading costs given various order sizes.

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Market Compass

The Market Compass app forecasts whether the next day’s market open will be up or down from the previous day’s close based on movement in basis points for key subsets, market, sector, and industry.

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Smart Cost Estimator for Post-Trade Analysis (Realized)

The Smart Cost Estimator Post-Trade (Realized) Prototype is based on ITG’s proprietary Ex-Post Price Impact Model. Use it to explore the returns and Implementation shortfall costs, along with their components, as they evolve through the trading period for orders that have been executed.

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Smart Cost Estimator for Post-Trade Analysis (Hypothetical)

Smart Cost Estimator Post-Trade (Hypothetical) Prototype is based on ITG’s proprietary Ex-Post Price Impact Model. Use it to optimize your trade schedule, analyze outliers, test opportunity costs, and quantify dark trading benefits, and more.

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Equity Trading Cost Index

The Equity Trading Cost Index lets you specify useful parameters for viewing and comparing global trading costs on a daily basis. With the app, you can compare an upcoming trade against recent and historical trading costs to better keep your costs in line.

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FX Trading Cost Index

The FX Trading Cost Index estimates transaction costs based on currencies traded in a bank or ECN. It estimates the cost of liquidity for trading more than 20 currency pairs and 5 currency aggregates based on deal size and implied volatility, taking into account historical costs as well as recent trends.

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FX Pre-Trade

The FX Pre-Trade Prototype app is a tool that provides valuable insight into the dynamics of FX trading activity and costs for both pre- and post-trade analysis for selected currency pairs of various currency groups and consolidation types of the underlying data sources.

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Swing Pricing

Swing Pricing Prototype provides dealing cost estimates for trading a typical range of daily net fund flows. Using our app, you can select an investment fund category, the fund size, the number of portfolio holdings and weighting scheme and the number of shareholder accounts. 

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