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All posts for the month December, 2016

In the latest release of the OTAS Microstructure and Alerts components we have focused on providing a number of key trading analyses implicit in a traders decision making process when assessing strategy implementation, directing working order flow and sourcing liquidity.
The combination of these additional elements further establish towards demonstrative best execution obligations for clients whilst providing a recognised structure of compliant procedures.

  • Venue Analysis & Volume at Price – Live exchange volume fragmentation analysis for lit and dark markets including (bid/ask)trade weight intensity, providing supporting evidence for venue selection.
    New volume weighted price graph identifying key levels of trade concentration including venue breakdown.

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  • Block OTC/Dark Pool Volume Alerts – Realtime monitor of outsized traded volume providing alerts for sourcing liquidity opportunities. Calculated on individual stock specific thresholds, the sensitivity of the alerts can be configured to capture genuinely unexpected irregular volume in the stocks you care in.

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  • Alerts Overlay on Microstructure – Opt to see all statistically relevant trading signals overlaid on the microstructure charts to identify intraday impact points. Benefits include, understanding key share price drivers as part of a pre-trade screening process or as a detailed audit trail of why particular trading decisions were made.

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All of the new functionality can be configured and personalised to a clients own specific preference via the settings icon. Simply choose the analysis relevant to your workflow.

For more details or further questions on any of the new analysis contact otassales@otastech.com or to find out more about OTAS Technolgies website here