Trade Analytics
Sandgrain provides robust transaction cost analysis through an extensive set of trade cost forecasting, performance monitoring and measurement tools.
Components
- Pre-trade Analytics: Presents stock (market capitalization, sector) and trade characteristics (historical pricing and volume) with robust pre-trade cost estimates and trade strategies. Reports can be run on a single stock or a basket of stocks.
- Intra-trade Analytics: Monitor real-time performance and executions for all orders routed to the ConvergEx algorithms. Includes the Performance Monitor for up-to-the second performance and performance history; Intra-Trade Summary with real-time performance by trade size, side, sector and other categories and Trade Blotter for detailed results for each trade.
- Post-trade Analytics: Review historical trade performance by individual trade or by side, size, market capitalization, sector and other categories. The Order Detail view provides historical market data as of the trade time.
- Liquidity Managers: Our highly skilled staff of experienced liquidity management professionals are available to help you.
Client Benefits
- Take more control of algorithmic trading and respond quickly to changing market conditions. With our intra-trade monitoring tools, clients can view both realized costs and the algorithm’s current trade.
- Analyze post-trade performance to identify the best performing strategies. Identify key cost segments via our post-trade screens.
- Modify trade strategies based upon probable costs and risks with our pre-trade tool suite.
As execution strategies become more complex with increased trading options, advanced, effective trade quality measurement tools become crucial.