Data

ITG Smart Cost Estimator Analytics

Execution trajectories based on market response to order flow

  • ITG Smart Market Indicators (SMI) EOD ITG Smart Market Indicators (SMI) EOD ITG Smart Market Indicators (SMI) EOD ITG Smart Market Indicators (SMI) EOD
  • The SMI files provide the empirical distributions of the following types of signals: volume, volatility, and spread, where all the measures are standardized by their historical counterparts.

  • ITG Smart Market Indicator (SMI) Distributions ITG Smart Market Indicator (SMI) Distributions ITG Smart Market Indicator (SMI) Distributions ITG Smart Market Indicator (SMI) Distributions
  • The SMI files provide the empirical distributions of the following types of signals: real-time volume, real-time volatility, and real-time spread, where all the measures are standardized by their historical counterparts.

  • ITG Smart Market Indicators ITG Smart Market Indicators ITG Smart Market Indicators ITG Smart Market Indicators
  • The Smart Market Indicator is a useful tool for analyzing intraday behavior of market liquidity and volatility.